Shreve Stochastic Calculus

Stochastic Calculus for Finance II: Continuous-Time Models (Repost)  eBooks & eLearning

Posted by step778 at Dec. 18, 2015
Stochastic Calculus for Finance II: Continuous-Time Models (Repost)

Steven Shreve, "Stochastic Calculus for Finance II: Continuous-Time Models"
2010 | pages: 570 | ISBN: 0387401016 | PDF | 7,5 mb

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model  eBooks & eLearning

Posted by AvaxGenius at Sept. 18, 2023
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model by Steven E. Shreve
English | PDF(True) | 2004 | 197 Pages | ISBN : 0387401008 | 13.5 MB

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 text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.

Stochastic Calculus for Finance I The Binomial Asset Pricing Model  eBooks & eLearning

Posted by insetes at March 5, 2021
Stochastic Calculus for Finance I The Binomial Asset Pricing Model

Stochastic Calculus for Finance I The Binomial Asset Pricing Model By Steven E. Shreve
2005 | 349 Pages | ISBN: 0387249680 | PDF | 2 MB
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) by Steven Shreve

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) by Steven Shreve
Springer; 1st edition | June 19, 2008 | English | ISBN: 0387401016 | 570 pages | PDF | 45 MB

"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 classical theory of finance." –SIAM

Brownian Motion and Stochastic Calculus (Repost)  eBooks & eLearning

Posted by insetes at Nov. 30, 2018
Brownian Motion and Stochastic Calculus (Repost)

Brownian Motion and Stochastic Calculus By Ioannis Karatzas, Steven E. Shreve (auth.)
1998 | 470 Pages | ISBN: 0387976558 | PDF | 61 MB

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)  eBooks & eLearning

Posted by tukotikko at Feb. 10, 2016
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)  eBooks & eLearning

Posted by bookwarrior at March 29, 2015
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Brownian Motion and Stochastic Calculus (2nd edition) [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Oct. 2, 2014
Brownian Motion and Stochastic Calculus (2nd edition) [Repost]

Ioannis Karatzas, Steven Shreve - Brownian Motion and Stochastic Calculus (2nd edition)
Published: 1991-08-25 | ISBN: 0387976558, 3540976558 | PDF | 470 pages | 3 MB

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model  eBooks & eLearning

Posted by bookwyrm at Oct. 27, 2014
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)  eBooks & eLearning

Posted by insetes at Dec. 24, 2017
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB