Status
Available
Call number
Genres
Publication
Springer (2008), Edition: 1st ed. 2004. Corr. 2nd printing, Hardcover, 550 pages
Description
"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 probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
Media reviews
"For years, I have profited from reading Steven Shreve’s papers and books and have been captivated by his remarkably lucid research presentations. It is easy to see why he is widely admired for bringing clarity to the many subject areas that he has touched over his career, ranging well beyond
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financial modeling. Not only do I recommend these two volumes as the place to start one’s education in asset pricing, I am convinced that even more advanced scholars would profit from pure enjoyment of the exposition." Show Less
Language
Physical description
550 p.; 9.2 inches
ISBN
0387401016 / 9780387401010
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