Review
From the reviews of the first edition: “Steven Shreve’s comprehensive two-volume Stochastic Calculus for Finance may well be the last word, at least for a while, in the flood of Master’s level books…. a detailed and authoritative reference for “quants” (formerly known as “rocket scientists”). The books are derived from lecture notes that have been available on the Web for years and that have developed a huge cult following among students, instructors, and practi…
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