01236nam a2200169Ia 4500008004100000020001500041082001200056100002100068245006300089260003600152300001100188440002800199500008400227520066800311650004600979650004101025140323b2004 xxu||||| |||| 00| 0 eng d a0387401016 a332.018 aShreve, Steven E aStochastic calculus for finance; Vol. IIcShreve, Steven E aNew YorkbSpringer Verlagc2004 a550 p. aSpringer Finance Series aLib. has: Vol. I Binomial asset pricing models & Vol.II: Continuous-time models aThe text 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 self-contained treatment of the probability theory needed fr stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. aFinance - Mathematical models - Textbooks a Stochastic analysis - Textbooks.90