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Stochastic Calculus for Finance I

Language EnglishEnglish
Book Hardback
Book Stochastic Calculus for Finance I Steven E. Shreve
Libristo code: 02243718
Publishers Springer-Verlag New York Inc., March 2004
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the lea... Full description
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Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.§Has been tested in the classroom and revised over a period of several years§Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance§

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About the book

Full name Stochastic Calculus for Finance I
Author Steven E. Shreve
Language English
Binding Book - Hardback
Date of issue 2004
Number of pages 187
EAN 9780387401003
ISBN 0387401008
Libristo code 02243718
Publishers Springer-Verlag New York Inc.
Weight 460
Dimensions 162 x 244 x 14

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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