Stochastic Calculus for Finance I

Autor*innen

• Steven E. Shreve

Parameter

• 187 Seiten
• 7 Lesestunden

• Handel und Verkauf
• Lehrbücher
• Mathematik-Lehrbücher
• Ökonomie
• Wirtschaft

Mehr zum Buch

This two-volume book, rooted in Carnegie Mellon's Master's program in Computational Finance, introduces fundamental concepts in discrete-time and advances to stochastic calculus in continuous time. It features intuitive explanations, probability theory, and practical exercises, catering to advanced undergraduates and Master's students in mathematical finance.

• Sprache: Englisch
• Erscheinungsdatum: 2005
• Einband: Paperback