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This two-volume book, rooted in Carnegie Mellon's Master's program in Computational Finance, introduces fundamental concepts in discrete-time and advances to stochastic calculus in continuous time. It features intuitive explanations, probability theory, and practical exercises, catering to advanced undergraduates and Master's students in mathematical finance.
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Stochastic Calculus for Finance I, Steven E. Shreve
- Language
- Released
- 2005
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- (Paperback)
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- Title
- Stochastic Calculus for Finance I
- Language
- English
- Authors
- Steven E. Shreve
- Released
- 2005
- Format
- Paperback
- Pages
- 187
- ISBN13
- 9780387249681
- Series
- Rating
- 4.25 out of 5
- Description
- This two-volume book, rooted in Carnegie Mellon's Master's program in Computational Finance, introduces fundamental concepts in discrete-time and advances to stochastic calculus in continuous time. It features intuitive explanations, probability theory, and practical exercises, catering to advanced undergraduates and Master's students in mathematical finance.