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TitleStochastic calculus for Finance II : continuous-time models
Author Steven E. Shreve
Imprint New York : Springer, 2004
Descript xix, 550 p. ; 24 cm

CONTENT

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


Finance -- Mathematical models Stochastic analysis

LOCATIONCALL#STATUS
Sasin Library : Reserve Collection332.015 S561S 2004 PhDCHECK SHELVES

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