Stochastic calculus for finance
II. Continuous-time models
- ISBN: 9780387401010
- Editorial: Springer International Publishing AG
- Fecha de la edición: 2004
- Lugar de la edición: New York. Estados Unidos de Norteamérica
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 550
- Idiomas: Inglés
Papel: Cartoné
67,16 €
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"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach...It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
