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
Browsing Alfaisal University Shelves , Shelving location: On Shelf Close shelf browser
HG106 .R45 2010 Introduction to quantitative finance : a math tool kit / | HG106 .R86 2017 Analytical finance. the mathematics of equity derivatives, markets, risk and valuation / | HG106 .S57 2004 STOCHASTIC CALCULUS FOR FINANCE I: THE BINOMIAL ASSET PRICING MODEL | HG106 .S57 2010 STOCHASTIC CALCULUS FOR FINANCE II: CONTINUOUS-TIME MODELS. | HG106 .W544 2013 Finance : a quantitative introduction / | HG106 .Z43 2018 Stochastic drawdowns / | HG151 .D54 2018 A dictionary of finance and banking / |
Includes bibliographical references and index.
v. 1. The binomial asset pricing model--v. 2. Continuous-time models.