Shreve, Steven E.

Stochastic calculus for finance - New York Springer 2004 - vol 1, xv, 187 p. : ill. ; 22 cm.

Vol. 1: the binomial asset pricing model

Includes bibliographical references and index.

9780387249681 (pbk)


Stochastic analysis
Finance--Mathematical models--Financial engineering--State prices--FBS

332.0151 / SHR