Stochastic Calculus for Finance II

Stochastic Calculus for Finance II

Written by: Steven E. Shreve

  • Publisher: Springer Science & Business Media
  • Publish Date: 2004-06-03
  • ISBN-10: 0387401016
  • ebook-stochastic-calculus-for-finance-ii.pdf

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Book Summary

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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