Stochastic Calculus for Finance : Continuous-time Models v. 2 Hardback
Part of the Springer Finance series
"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
- Format: Hardback
- Pages: 569 pages, biography
- Publisher: Springer-Verlag New York Inc.
- Publication Date: 31/05/2004
- Category: Finance
- ISBN: 9780387401010