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Stochastic Calculus for Finance II: Continuous-Time Models
Hardcover
Investing & FinanceGeneral MathematicsProbability & Statistics
ISBN13: 9780387401010
Publisher: Springer
Published: Jun 3 2004
Pages: 550
Weight: 2.10
Height: 1.50 Width: 6.40 Depth: 9.30
Language: English
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.
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