Stochastic Calculus for Finance I

Stochastic Calculus for Finance I PDF Author: Steven Shreve
Publisher: Springer Science & Business Media
ISBN: 9780387249681
Category : Mathematics
Languages : en
Pages : 212

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Book Description
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance