LIBROS DEL AUTOR: ioannis karatzas

2 resultados para LIBROS DEL AUTOR: ioannis karatzas

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  • Methods of Mathematical Finance
    Ioannis Karatzas / Steven Shreve
    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 consumption/investment in both complete and incomplete markets.  The latter topic is extended to the study of complete market equilibrium, providing conditions for the existence and...
    Disponible

    47,17 €

  • Brownian Motion and Stochastic Calculus
    Ioannis Karatzas / Steven Shreve
    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 ...
    Disponible

    77,56 €