Ioannis Karatzas – författare
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10 produkter
Methods of Mathematical Finance
Av Ioannis Karatzas, Steven Shreve
Inbunden, 2016
1534 kr
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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 …
Brownian Motion and Stochastic Calculus
Av Ioannis Karatzas, Steven Shreve
Häftad, 1991
552 kr
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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 stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, …
Stochastic Processes and Related Topics
In Memory of Stamatis Cambanis 1943-1995
Av Ioannis Karatzas, B.S. Rajput m. fl.
Inbunden, 1998
989 kr
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Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution …
Brownian Motion and Stochastic Calculus
Av Steven Shreve, Ioannis Karatzas
E-bok, 2014
712 kr
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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 stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, …
Stochastic Processes and Related Topics
In Memory of Stamatis Cambanis 1943–1995
Av Murad S. Taqqu, Balram Rajput m. fl.
E-bok, 2012
718 kr
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In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, …
Stochastic Processes and Related Topics
In Memory of Stamatis Cambanis 1943–1995
Av Ioannis Karatzas, Balram Rajput m. fl.
Häftad, 2012
552 kr
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In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, …
Brownian Motion and Stochastic Calculus
Av Steven Shreve, Ioannis Karatzas
E-bok, 2012
1140 kr
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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 these ideas in the discrete-time setting, and who now wish to explore stochastic processes in their …
Portfolio Theory and Arbitrage
A Course in Mathematical Finance
Av Ioannis Karatzas, Constantinos Kardaras
Häftad, 2022
1034 kr
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This book develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-to-test in specific models, as …
Methods of Mathematical Finance
Av Steven Shreve, Ioannis Karatzas
E-bok, 2017
1886 kr
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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 …
Applied Stochastic Analysis
Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991
Av Ioannis Karatzas, Daniel Ocone
Häftad, 1992
551 kr
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This volume contains papers presented during a four-dayWorkshop that took place at Rutgers University from 29 Aprilto 2 May, 1991. The purpose of this workshop was to promoteinteraction among specialists in these areas byprovidingfor all an up-to-date picture of current issues andoutstanding …
