Steven Shreve – författare
Visar alla böcker från författaren Steven Shreve. Handla med fri frakt och snabb leverans.
12 produkter
Stochastic Calculus for Finance II
Continuous-Time Models
Inbunden, 2004
681 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
Inbunden, 2004
681 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
E-bok, 2019
877 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master''s program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
Häftad, 2005
658 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Mathematical Finance
Av M. H. A. Davis, Mark H.A. Davis m. fl.
Inbunden, 1995
1643 kr
Lägg i varukorg
Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent research in methods in mathematical finance.
Brownian Motion and Stochastic Calculus
Av Ioannis Karatzas, Steven Shreve
Häftad, 1991
552 kr
Lägg i varukorg
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 Calculus for Finance II
Continuous-Time Models
Häftad, 2010
661 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Mathematical Finance
Av Mark H.A. Davis, Darrell Duffie m. fl.
Häftad, 2010
1643 kr
Lägg i varukorg
Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent research in methods in mathematical finance.
Brownian Motion and Stochastic Calculus
Av Steven Shreve, Ioannis Karatzas
E-bok, 2014
712 kr
Lägg i varukorg
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, …
Brownian Motion and Stochastic Calculus
Av Steven Shreve, Ioannis Karatzas
E-bok, 2012
1140 kr
Lägg i varukorg
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 …
Methods of Mathematical Finance
Av Ioannis Karatzas, Steven Shreve
Inbunden, 2016
1534 kr
Lägg i varukorg
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 …
Methods of Mathematical Finance
Av Steven Shreve, Ioannis Karatzas
E-bok, 2017
1886 kr
Lägg i varukorg
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 …
