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 Title: Stochastic Calculus and Finance
 Author(s) Steven E. Shreve
 Publisher: Springer; 2004 edition (June 28, 2005); eBook(Draft)
 Hardcover/Paperback: 202 pages
 eBook: PDF, 384 pages, 1.2 MB
 Language: English
 ISBN10/ASIN: 0387249680
 ISBN13: 9780387249681
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Book Description
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculusbased probability.
The book gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a selfcontained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jumpdiffusion processes.
This book is being published in two volumes. The first volume presents the binomial assetpricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuoustime theory in the second volume.
About the Authors N/A
 Probability, Stochastic Process, Queueing Theory, etc.
 Financial Mathematics and Engineering
 Statistics, Mathematical Statistics, and SAS Programming
 Computational and Algorithmic Mathematics
 Combinatorics and Game Theory
 Stochastic Calculus and Finance (Steven E. Shreve)
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