Stochastic Calculus for Finance II: Continuous-Time Models

Steven E. Shreve info

First published 2004

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About this book

The mathematics behind Black–Scholes, rigorously.

born 1950 · American mathematician

Profession: Mathematician
Worked at: Carnegie Mellon
Studied at: University of Illinois Urbana-Champaign, West Virginia University
Studied under: Dimitri Bertsekas
Prizes: Fellow of the Institute of Mathematical Statistics (1994)

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1 edition · 0 hardcover, 1 paperback

First published 2004

Earliest edition listed: 2010 · Springer · Paperback

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