Stochastic Calculus for Finance II : Continuous-Time Models

56.99 GBP

A rigorous 550‑page exploration of continuous‑time finance, this book develops stochastic integration, Brownian motion, and martingale methods to derive option pricing models with detailed proofs and examples.

Brand: Springer
ISBN: 0387401016
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Format 550 pages
ISBN 9780387401010
Languages English
Publication date 13 Dec
Publication place New York, NY, United States
Publisher Springer-Verlag New York Inc.