Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

著者 : Steven Shreve

• Springer (2008年6月19日発売)

作品紹介・あらすじ

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach...It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM

感想・レビュー・書評

[ちんかゆさんのレビュー · 2010年2月10日]

まあ良い本かもね．問題集としては．

[arcerさんのレビュー · 2006年12月2日]

<div class="booklog-all" style="margin-bottom:10px;"><div class="booklog-img" style="float:left; margin-right:15px;"><a href="http://www.amazon.co.jp/gp/product/0387401016%3ftag=ieiriblog-22%26link_code=xm2%26camp=2025" target="_blank"><img src="http://images.amazon.com/images/P/0387401016.09._SCMZZZZZZZ_.jpg" class="booklog-imgsrc" style="border:0px; width:100px"></a><br></div><div class="booklog-data" style="float:left; width:300px;"><div class="booklog-title"><a href="http://www.amazon.co.jp/gp/product/0387401016%3ftag=ieiriblog-22%26link_code=xm2%26camp=2025" target="_blank">Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)</a></div><div class="booklog-pub">Steven E. Shreve / Springer</div><div class="booklog-info" style="margin-top:10px;">Amazonランキング：5078位<br>Amazonおすすめ度：<img src="http://booklog.jp/img/0.gif"><br></div><div class="booklog-link" style="margin-top:10px;"><a href="http://www.amazon.co.jp/gp/product/0387401016%3ftag=ieiriblog-22%26link_code=xm2%26camp=2025" target="_blank">Amazonで詳細を見る</a><br><a href="http://booklog.jp/asin/0387401016/via=arcer" target="_blank">Booklogでレビューを見る</a> by <a href="http://booklog.jp" target="_blank">Booklog</a><br></div></div><br style="clear:left"></div>