Sökresultat för: Ioannis Karatzas
Methods of Mathematical Finance (Inbunden)
avIoannis Karatzas, S. E. Shreve, I. Karatzas
ISBN: 9780387948393 - UTGIVEN: 199808Written by two of the best-known researchers in mathematical finance, this book presents techniques of practical importance as well as advanced methods for research. Contingent claim pricing and optimal consumption/investment in both complete and incomplete markets are discussed, as well as Brownian[...]
Brownian Motion and Stochastic Calculus (Häftad)
avIoannis Karatzas, Steven E. Shreve
ISBN: 9780387976556 - UTGIVEN: 200409A 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[...]
