4 Ebooks by Steven Shreve
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
€56.58
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
€90.64
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
€150.09
Steven Shreve: Stochastic Calculus for Finance I
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master’s program in Computational Finance. The content of this book has been used successfully …
PDF
English
DRM
€69.08
