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Stochastic calculus for finance II Steven E. Shreve. Continuous-Time Models

Material type: Text

TextSeries: Springer financeTextbook ; Springer finance. Publisher: New York : Springer, c2004Description: 550 p., â‚¬ 54.95 ill. ; 24 cm.ISBN: 0387401016.Subject(s): Finance -- Mathematical models -- Textbooks | Stochastic analysis -- TextbooksDDC classification: 332/.01/51922 Online resources: Publisher description | Table of contents only

Incomplete contents:

v. 1. The binomial asset pricing model -- 2. Continuous time models.

List(s) this item appears in: 2017-10-30 | 2017-11-01

Item type	Current location	Call number	Status	Date due	Barcode	Item holds
Book	Chennai Mathematical Institute General Stacks	519.22 SHR (Browse shelf)	Checked out	05/05/2024	10225
Book	Chennai Mathematical Institute	519.22 SHR (Browse shelf)	Available		5881

Total holds: 0

Previous		No cover image available No cover image available						Next
Previous	519.22 KHO Analysis of stochastic partial differential equations /	519.22 McK Stochastic integrals	519.22 SHR Stochastic calculus for finance I The Binomial Asset pricing model	519.22 SHR Stochastic calculus for finance II Continuous-Time Models	519.22 ZHA Backward stochastic differential equations : from linear to fully nonlinear theory /	519.23 BOG Weak convergence of measures /	519.23 DOO Stochastic Processes	Next

Includes bibliographical references and indexes.

v. 1. The binomial asset pricing model -- 2. Continuous time models.

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