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Stochastic Calculus for Finance II

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This book offers a comprehensive introduction to classical finance through mathematical probability, focusing on stochastic calculus and its applications. It includes intuitive explanations, essential probability theory, and advanced topics like martingales and risk-neutral pricing. Ideal for master's students and researchers in finance.

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Stochastic Calculus for Finance II, Steven E. Shreve

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Released
2010
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Language
English
Released
2010
Format
Paperback
Pages
572
ISBN13
9781441923110
Series
Rating
4.4 out of 5
Description
This book offers a comprehensive introduction to classical finance through mathematical probability, focusing on stochastic calculus and its applications. It includes intuitive explanations, essential probability theory, and advanced topics like martingales and risk-neutral pricing. Ideal for master's students and researchers in finance.