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Stochastic Calculus for Finance Ii: Continuous-Time Models

Catégorie: Cuisine et Vins, Romans policiers et polars
Auteur: Shreve Steven
Éditeur: Liz Pichon, Eden Finley
Publié: 2018-07-03
Écrivain: Michael Swan, Julia Sykes
Langue: Catalan, Espagnol, Russe
Format: pdf, Livre audio

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Shreve S. Stochastic Calculus for Finance II: - Springer - 2004, 571 pages. ISBN: 0387401016, 9780387401010. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance.

Stochastic Calculus for Finance II - Master of Science - Other topics are forward and futures prices, models for foreign exchange, American options, and variance swaps. Text: S. Shreve, Stochastic Calculus for Finance II: Continuous-Time Models, Springer-Verlag, 2004.

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