Stochastic calculus for finance
Steven E. Shreve (Author)
"This book is being published in two volumes. The first volume presents the binomial asset pricing model primarily as a vehicle for introducing in a simple setting the concepts needed for the continuous-time theory in the second volume." The "second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time"--Back covers
Print Book, English, 2004
Springer, New York, 2004