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Found 3 from your keywords: author="Shreve, Steven E"
cover
Brownian Motion and Stochastic Calculus
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Shreve, Steven E.Karatzas, Ioannis

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integratio…

Edition
-
ISBN/ISSN
0387976558
Collation
xxiii, 470 p. : ill. ; 24 cm.
Series Title
-
Call Number
530.475 Kar b
cover
Stochastic calculus for finance I : the Binominal Asset Pricing Model
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Shreve, Steven E.

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Edition
-
ISBN/ISSN
0387401008
Collation
XV, 187p. : ill. ; 24 cm.
Series Title
-
Call Number
332.015 Shr s
cover
Stochastic calculus for finance II : continuous-time models
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Shreve, Steven E

Abstrak Belum Tersedia

Edition
-
ISBN/ISSN
387401016
Collation
-
Series Title
-
Call Number
332.015 Shr s