Stochastic Calculus for Finance II: Continuous-Time Models

Stochastic Calculus for Finance II: Continuous-Time Models

Steven E. Shreve info

First published 2004

No recent price yet

About this book

The mathematics behind Black–Scholes, rigorously.

The author

Steven E. Shreve

born 1950 · American mathematician

Worked at Carnegie Mellon

Profession: Mathematician
Worked at: Carnegie Mellon
Studied at: University of Illinois Urbana-Champaign, West Virginia University
Studied under: Dimitri Bertsekas
Prizes: Fellow of the Institute of Mathematical Statistics (1994)

Wikipedia ↗

Find a copy

First editions ↗ (opens in a new tab)Signed copies ↗ (opens in a new tab)

First editions and signed copies open a search on AbeBooks, cheapest first. We may earn a commission if you buy through these links.

Editions

The list of editions isn't available right now.