Book Review

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Book Information

Title: Stochastic calculus for finance
Additional book information: Springer Finance Textbook Series, in two volumes, Steven E. Shreve, Springer, New York, Vol. I: The binomial asset pricing model, 2005, x + 187 pages, $34.95, ISBN 978-0387-24968-1 ; Vol. II: Continuous-time models, 2004, x + 550 pages, $69.95, ISBN 0-387-40101-6

Additional Information:

Reviewer(s):
Darrell Duffie
Affiliation: Graduate School of Business, Stanford University, Stanford, California 94305-5015

Review Information:
Journal: Bull. Amer. Math. Soc. 46 (2009), 165-174.

MSC (2000): Primary 60-01, 60H10, 60J65, 91B28.
DOI: 10.1090/S0273-0979-08-01217-2
PII: S 0273-0979(08)01217-2
Posted: August 28, 2008
Additional notes: I am grateful for conversations with Julien Hugonnier and Philip Protter, for decades worth of interesting discussions with Mike Harrison, and also for the patient encouragement of the editor, Bob Devaney.
Copyright of article: Copyright 2008, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.