Cover art for Stochastic Calculus for Finance II
Published
Springer-Verlag, December 2010
ISBN
9781441923110
Format
Softcover, 550 pages
Dimensions
23.5cm × 15.5cm

Stochastic Calculus for Finance II Continuous-Time Models by

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"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

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