"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...

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) (Graduate Texts in Mathematics, 113, Band 113)

"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)

"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...

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability, 39)