STOCHASTIC CALCULUS FOR FINANCE II: CONTINUOUS-TIME MODELS. Steven E. Shreve.
By: Shreve, Steven E.
New York : Springer, c2010Description: 550 p . : ill. ; 25 cm.ISBN: 9781441923110.Subject(s): Finance -- Mathematical models -- Textbooks | Stochastic analysis -- TextbooksGenre/Form: Print books.
Incomplete contents:
v. 1. The binomial asset pricing model--v. 2. Continuous-time models.
| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG106 .S57 2010 (Browse shelf) | Available | AU0000000001556 |
Total holds: 0
Includes bibliographical references and index.
v. 1. The binomial asset pricing model--v. 2. Continuous-time models.