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Stochastic Calculus for Finance II: Continuous-Time Models Steven E. Shreve
Publisher: Springer

Spring 4: March 16 to May 6, 2010. Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance) Steven E. Fixed Income Securities by Tuckman. Contract Theory in Continuous Time Models. Linear Financial Models Stochastic Calculus for Finance I Financial Computing II Financial Products and Markets. WilmottShreve ;Stochastic Calculus for Finance II:Continuous Time Model ; Hunt, Philip / Kennedy, Joanne ; Financial Derivatives in Theory and Practice ; Very good but expensive. Financial Time Series Analysis Financial Computing III Stochastic Calculus for Finance II .. Stochastic Calculus for Finance II: Continuous-Time Models by Shreve. Options and term structure models, all in continuous time. Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance). Stochastic.Calculus.for.Finance.II.Continuous.Time.Models.pdf. Stochastic Calculus for Finance II: Continuous-Time Models. Stochastic Calculus for Finance II: Continuous-Time Models: v. Steven Shreve's books on Stochastic calculus (Volume I + Volume II) are amazing in terms of breadth. Stochastic Differential Equations, An Introduction with Applications, 5th edition. Basic intuition In Volume II, the author introduces all the concepts needed to build a financial model in continuous-time. Options Futures and other Derrivatives by Hull. Program in Computational Finance.