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Parametry
- 470 stránek
- 17 hodin čtení
Více o knize
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.
Nákup knihy
Brownian Motion and Stochastic Calculus, Ioannis Karatzas, Steven E. Shreve
- Jazyk
- Rok vydání
- 1991
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Doručení
Platební metody
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- Titul
- Brownian Motion and Stochastic Calculus
- Jazyk
- anglicky
- Autoři
- Ioannis Karatzas, Steven E. Shreve
- Rok vydání
- 1991
- Vazba
- měkká
- Počet stran
- 470
- ISBN13
- 9780387976556
- Série
- Štítky
- Naučná literatura, Učebnice, Byznys, Byznys & Management, Příručky a návody, Ekonomie, Učebnice matematiky, Finance
- Hodnocení
- 3,85 z 5
- Anotace
- 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.