| Title | Stochastic calculus for Finance II : continuous-time models |
|---|---|
| Author | Steven E. Shreve |
| Imprint | New York : Springer, 2004 |
| Descript | xix, 550 p. ; 24 cm |
General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-Neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numeraire -- Term-structure models -- Introduction to jump processes
| LOCATION | CALL# | STATUS |
|---|---|---|
| Sasin Library : Reserve Collection | 332.015 S561S 2004 PhD | CHECK SHELVES |
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