Steven Shreve
- Auteur
Boeken van Steven Shreve
Steven Shreve
Stochastic Calculus for Finance II
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance.
Meer
Mark H.A. Davis
Darrell Duffie
Wendell H. Fleming
Steven Shreve
Mathematical Finance
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.
Meer
Ioannis Karatzas
Steven Shreve
Brownian Motion and Stochastic Calculus
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.
Meer