Stochastic Calculus For Finance Ii
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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