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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...
| Cote: | HG106 S5.74 |
|---|---|
| Auteur principal: | |
| Format: | Livre |
| Langue: | Inglés |
| Publié: |
New York :
Springer,
[2004].
©2004. |
| Collection: | Springer finance. Textbook
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| Sujets: |