|
In association with
|
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
by Steven E. Shreve
from Springer
Customer Reviews:
-
Avg. Customer Rating: 4.5 / 5.0 
-
Good and rigourous intro to financial maths 
This is definitely one of the best introductory books on financial mathematics. The book starts to make sense after a summer course in discrete-time martingale course (using william's blue book). Shreve's book gives a general introduction to Brownian motion and Ito stochastic calculus. At the same time, he shows how to apply these theoreis into financial maths, equity or interest rate etc. If you want to learn financial mathematics at a relatively more rigourous level (yet still not too difficult), this is... more info
-
excellent book on quantitative finance
Nicely written. Shreve is the one of the best authors in mathematical writings(another one I like is milnor). Worth buying one.
-
The definitive word
This is the most fundamental word in mathematical finance. Those with a background in math will benefit most: ordinary differential equations, probability theory, statistics and multivariable calculus prerequisites. This is a very mathematical approach. Don't look to it for computational implementations of the financial models it covers. But for the mathematical foundations of the models, this is THE book.
-
Great, easy to understand introduction to mathematical finance
I say it's an "introduction" because I have little background in both stochastic calculus and finance but find this to be fairly easy to read. Unlike other texts that present the material in a much more dense manner, i.e. skipping over the majority of derivations, Schreve goes through the derivation for even the most routine of derivations--which is actually great for a newbie like me.
The text is self-contained and covers a wide range of topics. I would like him to cover some practical aspects of... more info
Accessories:
Similar Products:
| Portions © Amazon.com, Inc. |
|
