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

Web link:

The Class of 1953 Fund Home Page

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