Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
- ISBN-10
- 0387249680
- ISBN-13
- 9780387249681
- Category
- Mathematics
- Pages
- 187
- Language
- English
- Published
- 2005-06-28
- Publisher
- Springer Science & Business Media
- Author
- Steven Shreve
Description
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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