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"item_title" : "Stochastic Calculus for Finance II",
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Stochastic Calculus for Finance II : Continuous-Time Models
Overview
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.
This item is Non-Returnable
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Details
- ISBN-13: 9780387401010
- ISBN-10: 0387401016
- Publisher: Springer
- Publish Date: June 2004
- Dimensions: 9.3 x 6.4 x 1.5 inches
- Shipping Weight: 2.1 pounds
- Page Count: 550
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