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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance Textbooks)
by Steven Shreve (Author)★★★★★
★★★★★
4.6|179 ratings
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Customers find the book's concepts of stochastic calculus well-explained, with one noting it can be understood by those with basic calculus and probability theory knowledge. Moreover, the content receives positive feedback, with customers describing it as enjoyable to read. However, several customers report issues with missing pages in their copies.
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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. Read more
Product Information
| Publisher | Springer |
| Publication date | December 1, 2010 |
| Language | English |
| Print length | 569 pages |
| ISBN-10 | 144192311X |
| ISBN-13 | 978-1441923110 |
| Item Weight | 1.8 pounds |
| Dimensions | 6.1 x 1.29 x 9.25 inches |
| Part of series | Springer Finance |
| Best Sellers Rank | #146,191 in Books (See Top 100 in Books) #3 in Stochastic Modeling #42 in Calculus (Books) #59 in Probability & Statistics (Books) |
| Customer Reviews | 4.6 4.6 out of 5 stars 179 ratings |