Franklin

Stochastic calculus for finance / Steven E. Shreve.

Author/Creator:
Shreve, Steven E.
Publication:
New York : Springer, c2004.
Series:
Springer finance. Textbook
Springer finance
Format/Description:
Book
2 v. : ill. ; 24 cm.
Subjects:
Finance -- Mathematical models -- Textbooks.
Stochastic analysis -- Textbooks.
Contents:
1. The binomial asset pricing model
2. Continuous time models.
Notes:
Includes bibliographical references and indexes.
Local notes:
Acquired for the Penn Libraries with assistance from the Class of 1953 Fund.
Contributor:
Class of 1953 Fund.
ISBN:
0387401008 (set : alk. paper)
0387401016 (cased : v. 2)
OCLC:
53289874
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