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Stochastic Calculus for Finance II: Continuous-Time Models

by Stochastic Calculus for Finance II: Continuous-Time Models

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Description

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM

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Product Details

  • Jun 3, 2004 Pub Date:
  • 0387401016 ISBN-10:
  • 9780387401010 ISBN-13:
  • English Language