Loading…
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...
| Call Number: | HG106 S5.74 |
|---|---|
| Main Author: | |
| Format: | Book |
| Language: | Inglés |
| Published: |
New York :
Springer,
[2004].
©2004. |
| Series: | Springer finance. Textbook
|
| Subjects: |
| Biblioteca | Colección | Estado | Clasificación | Descripción | Código de barras |
|---|---|---|---|---|---|
| UAM-IZTAPALAPA | Colección general | Disponible | HG106 S5.74 | v.1 c.5 | W259950 |