Steven E. Shreve
Stochastic Calculus for Finance II
- ISBN 13:
- 9781441923110
- author:
- Steven E. Shreve
- format:
- Paperback
- publisher:
- Springer
- language:
- English
- Publication Year:
- 2013
- Pages:
- 569
- Dimensions:
- 15.49 x 3.3 x 23.37 centimetres
- Genre:
- Business, Accounting, General,
- Condition:
- New
- Availability:
- Item usually sent within 4 working days
Description
Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve is a comprehensive textbook that builds on the foundations of probability theory and calculus. This second volume of the series develops stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models in continuous time, providing a self-contained treatment of the necessary probability theory, including Brownian motion and its properties. The book is designed for Master's level students and researchers in mathematical finance and financial engineering, offering a detailed and intuitive explanation of advanced topics in stochastic calculus.
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