Stochastic Calculus for Finance II

Stochastic Calculus for Finance II
By:"Steven E. Shreve"
Published on 2004-06-03 by Springer Science & Business Media

This is the second volume in a two-volume sequence on Stochastic calculus models in finance. This second volume, which does not require the first volume as a prerequisite, covers infinite state models and continuous time stochastic calculus. The book is suitable for beginning masters-level students in mathematical finance and financial engineering.

This Book was ranked 11 by Google Books for keyword Topics in Finance 2.

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