Stochastic calculus for finance /

Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. The book includes a self-contained treatment of the pr...

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Detalles Bibliográficos
Clasificación:HG106 S5.74
Autor principal: Shreve, Steven E. (autor)
Formato: Libro
Idioma:Inglés
Publicado: New York : Springer, [2004].
©2004.
Colección:Springer finance. Textbook
Temas:
Finance > Mathematical models > Textbooks
Stochastic analysis > Textbooks
Finanzas > Modelos matemáticos > Libros de texto
Análisis estocástico > Libros de texto
Tabla de Contenidos:
  • volumen 1. (187 páginas) The binomial asset pricing model
  • volumen 2. Continuous-timemodels.

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