Stochastic Calculus for Finance II: Continuous-Time Models

$82.40

Description

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.

Additional information
Publisher

Springer

Publication date

1 December 2010

Edition

Softcover reprint of the original 1st ed. 2004

Language

English

Print length

572 pages

ISBN-10

144192311X

ISBN-13

978-1441923110

Item weight

816 g

Dimensions

15.49 x 3.28 x 23.5 cm

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