Stochastic Calculus for Finance: v. 2

Continuous-Time Models

Cover Art for 9780387401010, Stochastic Calculus for Finance: v. 2 by Steven E. Shreve
ISBN: 9780387401010
Publisher: Springer-Verlag New York Inc.
Published: 31 May, 2004
Format: Hardcover
Language: English

This is the second volume in a two-volume sequence on Stochastic calculus models in finance. This second volume, which does not require the first volume as a prerequisite, covers infinite state models and continuous time stochastic calculus. The book is suitable for beginning masters-level students in mathematical finance and financial engineering.

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