Primary navigation:

QFINANCE Quick Links
QFINANCE Topics
QFINANCE Reference
Add the QFINANCE search widget to your website

Home > Financial Information Sources > Mathematical Finance > Stochastic Calculus for Finance II: Continuous-Time Models

Financial Information Sources

Stochastic Calculus for Finance II: Continuous-Time Models

Steven E. Shreve
2nd Edition
Springer Finance Series
New York: Springer, 2008
550pp, ISBN: 978-0-387-40101-0
www.springer.com

The second volume in this respected and comprehensive two-volume work examines continuous-time models, and the key ideas in the mathematical theory of securities pricing based upon the ideas of classical finance. It includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties, as well as technical topics including foreign exchange models, forward measures, and jump-diffusion processes.

Back to top

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

Buy from Amazon

Price: $60.22

Product Description

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM

Amazon and the Amazon logo are trademarks of Amazon.com Inc. or its affiliates.

Share this page

  • Facebook
  • Twitter
  • LinkedIn
  • Bookmark and Share