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
Steven Shreve
Mathématique
Bibliothèque Centrale - 1er étage (Enseignant)
ISBN 13 | 978-0387401010 |
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ISBN 10 | 0387401010 |
Date Publication | 2008 |
Nombres Pages | 569 pages |