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
Author: Steven Shreve
Publisher: Springer
Published: 06/03/2004
Pages: 550
Binding Type: Hardcover
Weight: 2.10lbs
Size: 9.30h x 6.40w x 1.50d
ISBN13: 9780387401010
ISBN10: 0387401016
BISAC Categories:
- Business & Economics | Finance | General
- Mathematics | Applied
- Mathematics | Probability & Statistics | General
About the Author
Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
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