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Parámetros
- 470 páginas
- 17 horas de lectura
Más información sobre el libro
This book serves as a graduate-level text on stochastic processes, focusing on continuous-time processes through Brownian motion. It covers stochastic integration, calculus, and applications in financial economics, including option pricing. The text includes discussions on stochastic differential equations and local time, along with numerous exercises.
Compra de libros
Brownian Motion and Stochastic Calculus, Ioannis Karatzas, Steven Shreve
- Idioma
- Publicado en
- 1991
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- Título
- Brownian Motion and Stochastic Calculus
- Idioma
- Inglés
- Autores
- Ioannis Karatzas, Steven Shreve
- Publicado en
- 1991
- Formato
- Tapa blanda
- Páginas
- 470
- ISBN13
- 9780387976556
- Serie
- Etiquetas
- No ficción, Libros de texto, Comercio, Negocios & Gestión, Guías y Manuales, Economía, Libros de texto de matemáticas, Finanzas
- Calificación
- 3,85 de 5
- Descripción
- This book serves as a graduate-level text on stochastic processes, focusing on continuous-time processes through Brownian motion. It covers stochastic integration, calculus, and applications in financial economics, including option pricing. The text includes discussions on stochastic differential equations and local time, along with numerous exercises.