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Methods of Mathematical Financeby Ioannis Karatzas; Steven E. Shreve

✍ Scribed by Review by: Marek Rutkowski

Book ID
125258152
Publisher
American Statistical Association
Year
2000
Tongue
English
Weight
603 KB
Volume
95
Category
Article
ISSN
0162-1459

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πŸ“œ SIMILAR VOLUMES

KARATZAS, IOANNIS; SHREVE, STEVEN E.: Br
KARATZAS, IOANNIS; SHREVE, STEVEN E.: Brownian Motion and Stochastic Calculus. Springer-Verlag, Berlin β€” Heidelberg β€” New York β€” London β€” Paris β€” Tokyo β€” Hong Kong 1988, XIII, 270 pp., 10 Figs, DM 138,β€”. 3β€”540β€”96535β€”1
✍ E. Platen πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 61 KB

This book gives a syetematic exposition of Brownian motion and its stochastic CahlUS. As well the Markov property aa the martingale property form the fundamental concepts in the theory of stochastic processes which guide through this well written book. It is designed for a graduate

A decomposition of the Brownian path
A decomposition of the Brownian path
✍ Ioannis Karatzas; Steven E. Shreve πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 308 KB
Brownian Motion and Stochastic Calculus
Brownian Motion and Stochastic Calculus
✍ Ioannis Karatzas, Steven E. Shreve πŸ“‚ Library πŸ“… 1987 πŸ› Springer 🌐 English βš– 5 MB

"This is the International Edition. The content is in English, same as US version but different cover. Please DO NOT buy if you can not accept this difference. Ship from Shanghai China, please allow about 3 weeks on the way to US or Europe. Message me if you have any questions."

Equilibrium Models With Singular Asset P
Equilibrium Models With Singular Asset Prices
✍ Ioannis Karatzas; John P. Lehoczky; Steven E. Shreve πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 767 KB