Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Explore the mathematical foundations of continuous-time finance through stochastic calculus and applied probability. This textbook develops key results from a focused set of assumptions and provides an introduction to classical financial models for readers studying the mathematics underlying financial theory.
About This Book
Stochastic Calculus for Finance II: Continuous-Time Models presents an applied probability approach to the mathematical theory of finance.
The book focuses on stochastic calculus and continuous-time financial models.
It develops a broad set of results from a relatively small collection of assumptions.
Designed as a finance textbook, it offers an introduction to the classical models of finance through mathematical probability.
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