"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...

"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...

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion,...

"Stochastic Calculus for Finance I: The Binomial Asset Pricing Model" von Steven Shreve ist ein umfassendes Lehrbuch, das sich auf die Einführung in die stochastische Analysis im Kontext der Finanzmathematik konzentriert. Es bildet den...

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)