Author: Steven E. Shreve
Publisher: Springer
Keywords: finance, model, springer, pricing, binomial, calculus, stochastic, asset
Number of Pages: 187
Published: 2005-06-28
List price: $34.95
ISBN-10: 0387249680
ISBN-13: 9780387249681

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

Author: Steven E. Shreve
Publisher: Springer
Keywords: finance, models, springer, time, continuous, calculus, stochastic
Number of Pages: 550
Published: 2008-04-25
List price: $74.95
ISBN-10: 0387401016
ISBN-13: 9780387401010

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

Author: Steven E. Shreve
Publisher: Springer
Keywords: pricing, model, asset, binomial, calculus, finance, stochastic
Number of Pages: 250
Published: 2004-04-21
List price: $54.95
ISBN-10: 0387401008
ISBN-13: 9780387401003

This is the first volume in a two volume sequence providing the foundational material on Stochastic calculus models in finance. This first volume is suitable for discrete-time finance. The only pre-requisite is standard calculus; may aspects such as martingales and change of measure are treated in detailed depth. Probability is covered in detail using the binomial model. The book will be suitable for advanced undergraduate courses and beginning masters-level students in mathematical finance and financial engineering. There are exercises and examples throughout and summaries at the end of ea

Authors:Ioannis Karatzas, Steven E. Shreve,
Publisher: Springer
Keywords: texts, mathematics, graduate, calculus, motion, stochastic, brownian
Number of Pages: 470
Published: 1991-08-25
List price: $59.95
ISBN-10: 0387976558
ISBN-13: 9780387976556

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish 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 and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and chan

Authors:Ioannis Karatzas, Steven E. Shreve,
Publisher: Springer
Keywords: finance, mathematical, methods
Number of Pages: 422
Published: 1998-08-13
List price: $89.95
ISBN-10: 0387948392
ISBN-13: 9780387948393

Written 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 motion in financial markets and constrained consumption and investment. This book treats these topics in a unified manner and is of practical importance to practitioners in mathematical finance, especially for pricing exotic options.

Authors:Ioannis Karatzas, Steven E. Shreve,
Publisher: Springer
Keywords: applied, probability, modelling, stochastic, mathematical, finance, methods
Number of Pages: 430
Published: 2010-12-01
List price: $89.95
ISBN-10: 1441928529
ISBN-13: 9781441928528

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. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive s

Author: Ric Shreve
Publisher: Packt Publishing
Keywords: drupal, themes, powerful, styling, layout, css, site, create, new, clean
Number of Pages: 312
Published: 2008-09-30
List price: $39.99
ISBN-10: 1847195660
ISBN-13: 9781847195661

In Detail Drupal is an award winning open source Content Management System (CMS). Based on PHP/MySQL, its power and flexibility combined with its exceptional design mean it is one of the most popular choices for creating a CMS website. Drupal employs a specialized templating system and supports themes, which allow you to change the look and feel of the system’s front and back-end interfaces. Drupal 6 Themes is an ideal introduction to theming with Drupal 6. If you want to create a striking new look for your Drupal 6 website, this book is for you. This book is a revised, updated and expan