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Stochastic Calculus for Finance I

Stochastic Calculus for Finance I

作者:Steven E. Shreve

分类:文学

ISBN:9780387401003

出版时间:2004-4

出版社:Springer

标签: 金融  finance  数学  金融数学  stochastic  quant  quantitative  经济学 

内容简介

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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