5 Ebooks by Ioannis Karatzas
Ioannis Karatzas & Steven Shreve: Brownian Motion and Stochastic Calculus
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore …
PDF
English
DRM
€56.23
Ioannis Karatzas & Balram Rajput: Stochastic Processes and Related Topics
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod- els. Stamatis Cambanis, a distinguished …
PDF
English
DRM
€56.00
Ioannis Karatzas & Steven Shreve: Brownian Motion and Stochastic Calculus
Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property. * This book is written for readers who are acquainted with both of …
PDF
English
DRM
€89.82
Ioannis Karatzas & Steven Shreve: Methods of Mathematical Finance
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal …
PDF
English
DRM
€148.95
Ioannis Karatzas: Portfolio Theory and Arbitrage
This book develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, …
EPUB
DRM
€127.29
