Stochastic Calculus for Finance II : Continuous-Time Models (9780387401010)



"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


Product details

  • Hardback | 550 pages
  • 155 x 235 x 38.1mm | 2,160g
  • New York, NY, United States
  • English
  • 1st ed. 2004. Corr. 2nd printing 2010
  • XIX, 550 p.
  • 0387401016
  • 9780387401010
  • 169,893


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