Stochastic Calculus and Finance

Author / Organization:
Probability, Stochastic Process, Queueing Theory, etc. Published 2004 8059.2 KB ✓ Verified Direct PDF

Overview & Synopsis

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability.

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Document Information

Document Title Stochastic Calculus and Finance
Author / Organization Steven E. Shreve
Subject & Discipline Probability, Stochastic Process, Queueing Theory, etc., Financial Mathematics and Engineering, Statistics, Mathematical Statistics, and SAS Programming, Computational and Algorithmic Mathematics, Combinatorics and Game Theory
Categories Probability, Stochastic Process, Queueing Theory, etc.
Publication Year 2004
ISBN 978-0387249681
Resource Verification ✓ Verified Direct PDF Available
Alternative Mirrors & Links
Original Host Website FreeComputerBooks.com (freecomputerbooks.com)
File Format application/pdf (Portable Document Format)
Reported File Size 8059.2 KB (8,252,653 bytes)
Language ENGLISH
Catalog ID DOC-113129
Original Source Link Visit Source Page on freecomputerbooks.com »
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