Stochastic Calculus for Finance II: Continuous-Time Models, Hardcover - Steven Shreve

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The...

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Suitable for students of mathematical finance, or a quick introduction to researchers and finance practitioners. This book covers the stochastic ca...

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An easy-to-understand primer on advanced calculus topics Calculus II is a prerequisite for many popular college majors, including pre-med, engineer...

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An integrated presentation of theory, applications and algorithms that demonstrates how useful simple stochastic (random) models can be for gaining...

Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, t...

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The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisit...

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The authors present a unified computational methodology for the analysis and synthesis of piecewise affine controllers, taking an approach that is ...

This book is not a traditional Calculus I textbook. Rather, it will take the reader on a tour of key concepts in calculus that lend themselves to h...

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DescriptionThis fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spiri...

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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Andrew C. Harvey

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and co...

A plain-English guide to advanced physics Does just thinking about the laws of motion make your head spin? Does studying electricity short your cir...

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The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly...

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Ready to step up your game in calculus? This workbook isn't the usual parade of repetitive questions and answers. Author Tim Hill's approach lets y...