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Stochastic calculus for finance. 1 Binomial asset pricing model - Steven Shreve
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Title
Stochastic calculus for finance. 1 Binomial asset pricing model
Stochastic calculus for finance. 1 Binomial asset pricing model
Author
Steven Shreve
Steven Shreve
format
Hardback
Hardback
Publisher
Springer
Springer
Language
English
English
UK Publication Date
20040421
20040421
Description
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.
Has been tested in the classroom and revised over a period of several years
Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
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