Stochastic Calculus for Finance I
Author | : Steven Shreve |
Publisher | : Springer Science & Business Media |
Total Pages | : 212 |
Release | : 2005-06-28 |
ISBN-10 | : 0387249680 |
ISBN-13 | : 9780387249681 |
Rating | : 4/5 (80 Downloads) |
Book Synopsis Stochastic Calculus for Finance I by : Steven Shreve
Download or read book Stochastic Calculus for Finance I written by Steven Shreve and published by Springer Science & Business Media. This book was released on 2005-06-28 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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