Brownian Motion Martingales Stochastic Calculus

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 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]  

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]  

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)  

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

A Course in Financial Calculus (repost)  

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.

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.
Stochastic Calculus for Fractional Brownian Motion and Applications

Francesca Biagini, Yaozhong Hu, Bernt Øksendal, "Stochastic Calculus for Fractional Brownian Motion and Applications"
English | 2008 | ISBN: 1852339969 | PDF | pages: 327 | 2 mb
Selected Aspects of Fractional Brownian Motion - Ivan Nourdin

Selected Aspects of Fractional Brownian Motion - Ivan Nourdin
English | 2012 | 133 Pages | ISBN: 8847028221 | PDF | 3.71 MB

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes…

Problems and Solutions in Mathematical Finance: Stochastic Calculus (repost)  eBooks & eLearning

Posted by arundhati at Sept. 20, 2016
Problems and Solutions in Mathematical Finance: Stochastic Calculus (repost)

Eric Chin, Sverrir Ólafsson, Dian Nel, "Problems and Solutions in Mathematical Finance: Stochastic Calculus"
2014 | ISBN-10: 1119965837 | 400 pages | PDF | 4 MB