Stochastic calculus for finance / Steven E. Shreve.
- Publication:
- New York : Springer, c2004.
- Format/Description:
- Book
2 v. : ill. ; 24 cm. - Series:
- Springer finance. Textbook
Springer finance - Status/Location:
-
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Details
- 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
- Web link:
- The Class of 1953 Fund Home Page