Stochastic Calculus Models for Finance by Steven E. Shreve

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Textbook (Hardcover - New Edition)

  • 208pp
  • Sales Rank: 309,850

Textbook Information

  • ISBN-13: 9780387401003
  • Edition Description: New Edition
  • Edition Number: 1
  • Pub. Date: March 2004
  • Publisher: Springer-Verlag New York, LLC

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Product Details

  • Pub. Date: March 2004
  • Publisher: Springer-Verlag New York, LLC
  • Format: Textbook Hardcover, 208pp
  • Sales Rank: 309,850

Synopsis

This is the first volume in a two volume sequence providing the foundational material on Stochastic calculus models in finance. This first volume is suitable for discrete-time finance. The only pre-requisite is standard calculus; may aspects such as martingales and change of measure are treated in detailed depth. Probability is covered in detail using the binomial model.The book will be suitable for advanced undergraduate courses and beginning masters-level students in mathematical finance and financial engineering. There are exercises and examples throughout and summaries at the end of each chapter.

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