02345cam a2200493Ia 4500 stochasticcalcul0000shre_h7w5 CaSfIA 20250801211042.0 m o d cr|||||||||||| 101015s2010 nyua ob 001 0 eng d (OCoLC)1342133678 YDXCP eng YDXCP WTU KIJ OCLCF OCLCQ CFX U@L CaSfIA 9780387401010 0387401016 144192311X́ 9781441923110 144192311X 9787506272889 (pbk.) 7506272881 HG106 .S572 2010 332.0151922 22 Shreve, Steven E. Stochastic calculus for finance. II, Continuous-time models / Steven E. Shreve. Stochastic calculus for finance : 2, Continuous-time models Continuous-time models New York : Springer, ©2010. 1 online resource (xix, 550 pages : illustrations) text txt rdacontent unmediated n rdamedia volume nc rdacarrier Springer finance. Textbook 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. Includes bibliographical references (pages 537-544) and index. Finance Mathematical models Textbooks. Stochastic analysis Textbooks. Finance Mathematical models. fast (OCoLC)fst00924398 Stochastic analysis. fast (OCoLC)fst01133499 Textbooks. fast (OCoLC)fst01423863 Online version: Shreve, Steven E. Stochastic calculus for finance. II, Continuous-time models. New York : Springer, ©2010 (OCoLC)1240256022 Springer finance. Textbook. https://archive.org/details/stochasticcalcul0000shre_h7w5 Free eBook from the Internet Archive https://openlibrary.org/books/OL25979228M Additional information and access via Open Library stochasticcalcul0000shre_h7w5 ark:/13960/s2zv2043nwk