Shreve, Steven E.
Stochastic calculus for finance II Continuous-Time models Steven E. Shreve. - viii, 550 páginas ilustrado 24 cm. - Springer finance . - Springer finance .
Incluye referencias bibliográficas e índice.
General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numéraire -- Term-structure models -- Introduction to jump processes -- A. Advanced topics in probability theory -- B. Existence of conditional expectations -- C. Completion of the proof of the second fundamental theorem of asset pricing -- References -- Index
0387401016
Finance--Mathematical models
Stochastic analysis
Finanzas--Modelos matemáticos
Análisis estocástico en finanzas
Cálculo estocástico
658.15 / SH561s
Stochastic calculus for finance II Continuous-Time models Steven E. Shreve. - viii, 550 páginas ilustrado 24 cm. - Springer finance . - Springer finance .
Incluye referencias bibliográficas e índice.
General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numéraire -- Term-structure models -- Introduction to jump processes -- A. Advanced topics in probability theory -- B. Existence of conditional expectations -- C. Completion of the proof of the second fundamental theorem of asset pricing -- References -- Index
0387401016
Finance--Mathematical models
Stochastic analysis
Finanzas--Modelos matemáticos
Análisis estocástico en finanzas
Cálculo estocástico
658.15 / SH561s