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Springer Finance: Stochastic Calculus for Finance II: Continuous-Time Models

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Stochastic Calculus for Finance II: Continuous-Time Models, (Hardcover)
Author: Springer
ISBN: 9780387401010
Format: Hardcover
Publication Date: 2004-06-03
Page Count: 550

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Book format
Hardcover
Fiction/nonfiction
Non-Fiction
Genre
Business & Investing
Publication date
June, 2004
Pages
550
Reading level
General

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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, (Hardcover)
Author: Springer
ISBN: 9780387401010
Format: Hardcover
Publication Date: 2004-06-03
Page Count: 550

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Book format

Hardcover

Fiction/nonfiction

Non-Fiction

Genre

Business & Investing

Publication date

June, 2004

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Springer Finance: Stochastic Calculus for Finance II: Continuous-Time Models

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