TY  - GEN
AU  - Shreve, S. E.
TI  - Stochastic calculus for finance I: the binomial asset pricing model
SN  - 9780387249681
U1  - 332.0151922 
PY  - 2004///
CY  - New York
PB  - ‎Springer-Verlag
KW  - Stochastic analysis
KW  - Finance--Mathematical models
KW  - Financial engineering
KW  - Pricing model
KW  - Coin toss space
KW  - Random walk
N1  - Includes reference and index
N2  - Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The 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 for stchastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.

https://link.springer.com/book/10.1007/978-0-387-22527-2
ER  -