Brownian Motion Martingales Stochastic Calculus

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) (Repost)  eBooks & eLearning

Posted by manamba13 at Feb. 25, 2015
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) (Repost)

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
English | 1987 | ISBN: 0387965351 | 493 Pages | DJVU | 6 MB

This book is designed for a graduate course in stochastic processes.

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

Brownian Motion and Stochastic Calculus [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Nov. 5, 2013
Brownian Motion and Stochastic Calculus [Repost]

Ioannis Karatzas, ‎Steven E. Shreve - Brownian Motion and Stochastic Calculus
Published: 1988-12-31 | ISBN: 3540965351, 0387965351 | PDF | 470 pages | 29 MB

Brownian Motion and Stochastic Calculus (repost)  eBooks & eLearning

Posted by Veslefrikk at Aug. 3, 2013
Brownian Motion and Stochastic Calculus (repost)

Brownian Motion and Stochastic Calculus
Springer | 1991 | ISBN: 0387976558, 3540976558 | 470 pages | PDF | 1,9 MB

Brownian Motion, Martingales, and Stochastic Calculus  eBooks & eLearning

Posted by Underaglassmoon at June 19, 2016
Brownian Motion, Martingales, and Stochastic Calculus

Brownian Motion, Martingales, and Stochastic Calculus
Springer | Graduate Texts in Mathematics | April 29 2016 | ISBN-10: 3319310887 | 273 pages | pdf | 2.32 mb

Authors: Le Gall, Jean-François
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

Brownian Models of Performance and Control (repost)  eBooks & eLearning

Posted by roxul at July 20, 2017
Brownian Models of Performance and Control (repost)

J. Michael Harrison, "Brownian Models of Performance and Control"
English | ISBN: 1107018390 | 2014 | 216 pages | PDF | 2 MB

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)  eBooks & eLearning

Posted by alt_f4 at Jan. 12, 2017
Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability) by Ioannis Karatzas
English | Oct. 14, 2016 | ISBN: 0387948392 | 432 Pages | PDF | 2 MB

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices.

A Course in Financial Calculus (repost)  eBooks & eLearning

Posted by MoneyRich at Sept. 24, 2014
A Course in Financial Calculus (repost)

A Course in Financial Calculus by Alison Etheridge
Cambridge University Press; 1 edition | September 16, 2002 | English | ISBN: 0521890772 | 206 pages | PDF | 2 MB

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

Brownian Models of Performance and Control  eBooks & eLearning

Posted by nebulae at May 8, 2014
Brownian Models of Performance and Control

J. Michael Harrison, "Brownian Models of Performance and Control"
English | ISBN: 1107018390 | 2014 | 216 pages | PDF | 2 MB

A Course in Financial Calculus  eBooks & eLearning

Posted by Allilou at June 21, 2010
A Course in Financial Calculus

A Course in Financial Calculus
Cambridge University Press | 2002-07-15 | ISBN: 0521813859 | 204 pages | PDF | 1 MB

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus.