Stochastic Calculus for Finance II - Continuous-Time Models (Hardcover, 1st ed. 2004. Corr. 2nd printing 2010)


"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM


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Product Description

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM

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Product Details

General

Imprint

Springer-Verlag New York

Country of origin

United States

Series

Springer Finance

Release date

December 2010

Availability

Expected to ship within 9 - 15 working days

First published

June 2008

Authors

Dimensions

241 x 158 x 35mm (L x W x T)

Format

Hardcover - Laminated cover

Pages

552

Edition

1st ed. 2004. Corr. 2nd printing 2010

ISBN-13

978-0-387-40101-0

Barcode

9780387401010

Categories

LSN

0-387-40101-6



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