Stochastic Calculus for Finance I

Stochastic Calculus for Finance I
Author: Steven Shreve
Publisher: Springer Science & Business Media
Total Pages: 212
Release: 2005-06-28
Genre: Mathematics
ISBN: 9780387249681


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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