Stochastic calculus for finance / Steven E. Shreve.

"This book is being published in two volumes. The first volume presents the binomial asset pricing model primarily as a vehicle for introducing in a simple setting the concepts needed for the continuous-time theory in the second volume." The "second volume develops stochastic calculus...

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Online Access: Publisher description
Main Author: Shreve, Steven E.
Format: Book
Language:English
Published: New York : Springer, ©2004.
Series:Springer finance. Textbook.
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Closed Stacks - Engineering Math & Physics Library

Holdings details from Closed Stacks - Engineering Math & Physics Library
Call Number: HG106 .S57 2004
HG106 .S57 2004 (v.1) Available Place a Hold

Closed Stacks - Engineering Math & Physics Library - Stacks

Holdings details from Closed Stacks - Engineering Math & Physics Library - Stacks
Call Number: HG106 .S57 2004
HG106 .S57 2004 (v.2) Available Place a Hold