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Stochastic Calculus for Finance II: Continuous-Time Models, (Paperback)

Name: Stochastic Calculus for Finance II: Continuous-Time Models, (Paperback)
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Stochastic Calculus for Finance II: Continuous-Time Models, (Paperback)Stochastic Calculus for Finance II Continuous Time Models Paperback 9781441923110

Book Format:Paperback

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Stochastic Calculus for Finance II: Continuous-Time Models, (Paperback)
Author: Springer
ISBN: 9781441923110
Format: Paperback
Publication Date: 2010-12-01
Page Count: 550

Specs

Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Business & Investing
Pub date
2010-12-01
Pages
550
Subgenre
Finance

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This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.

Stochastic Calculus for Finance II: Continuous-Time Models, (Paperback)
Author: Springer
ISBN: 9781441923110
Format: Paperback
Publication Date: 2010-12-01
Page Count: 550

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Specifications

Book format

Paperback

Fiction/nonfiction

Non-Fiction

Genre

Business & Investing

Pub date

2010-12-01

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