LIBROS DEL AUTOR: steven shreve

4 resultados para LIBROS DEL AUTOR: steven shreve

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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...
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    47,17 €

  • Stochastic Calculus for Finance II
    Steven Shreve
    'A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classica...
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    77,24 €

  • Stochastic Calculus for Finance I
    Steven Shreve
    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 ...
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    78,99 €

  • 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 ...
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    77,56 €