This is the second volume in a two-volume sequence on Stochastic calculus models in finance. This second volume, which does not require the first volume as a prerequisite, covers infinite state models and continuous time stochastic calculus. The book is suitable for beginning masters-level students in mathematical finance and financial engineering.This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Mastera#39;s level students and researchers in mathematical finance and financial engineering ...
|Title||:||Stochastic Calculus for Finance II|
|Author||:||Steven E. Shreve|
|Publisher||:||Springer Science & Business Media - 2004-06-03|