books by Steven E. Shreve (mathematics continuous stochastic)

books by Steven E. Shreve

books:

Brownian Motion and Stochastic Calculus by Ioannis Karatzas , Steven E. Shreve B01_0454
Steven E. Shreve Ioannis Karatzas

Springer, 2002

"This is the International Edition. The content is in English, same as US version but different cover. Please DO NOT buy if you can not accept this difference. Ship from Shanghai China, please allow about 3 weeks on the way to US or Europe. Message me if you have any questions."

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

26 reviews
Steven E. Shreve

Springer, 2008

Pre-digested chicken soup for the "aspiring quant"
While writing a review for Hull's text, I suggested that an easier (than to start with Hull) way to learn quantitative finance is to pick up one of the more focused books on the subject. There is a huge deluge of these books - I think one comes out every few weeks. They all cover the same topics, in roughly the same manner, so there is little that distinguishes one from the other. There is ...

Mathematical Finance (The IMA Volumes in Mathematics and its Applications)

Springer, 1995

Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent research in methods in mathematical finance.

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model by Steven E. Shreve B01_0495
Steven E. Shreve

Springer, 2002

"This is the International Edition. The content is in English, same as US version but different cover. Please DO NOT buy if you can not accept this difference. Ship from Shanghai China, please allow about 3 weeks on the way to US or Europe. Message me if you have any questions."

Methods of Mathematical Finance

4 reviews
Ioannis Karatzas, Steven E. Shreve

Springer, 2001

One of the best
The application of highly sophisticated mathematical techniques to finance is now commonplace and is considered also of great practical importance. Mathematical modeling in finance is now very entrenched in investment houses and trading firms and this will only increase in years to come. This book is an excellent overview of mathematical finance and is written for mathematicians who have no ...

Methods of Mathematical Finance by Ioannis Karatzas , Steven E. Shreve B01_0440
Steven E. Shreve Ioannis Karatzas

Springer, 2002

"This is the International Edition. The content is in English, same as US version but different cover. Please DO NOT buy if you can not accept this difference. Ship from Shanghai China, please allow about 3 weeks on the way to US or Europe. Message me if you have any questions."

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)

7 reviews
Ioannis Karatzas, Steven E. Shreve

Springer, 2004

The best introduction
The theory of Brownian motion is ubiquitous in physics and mathematics, and has recently become very important in mathematical finance and network modeling. The observation of the irregular movement of pollen suspended in water by Robert Brown in 1828 led Albert Einstein to formulate a theory for Brownian motion. In this book the authors outline rigorously the theory of Browian motion. Their ...

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

15 reviews
Steven E. Shreve

Springer, 2004

Great balance between technical and intuitive
This book seemed to strike the perfect balance between going through the necessary math and getting the points across without pushing the non-PhD reader overboard. This is a great book for semi-mathematical types who practice in finance, or for mathematicians who are looking to understand the basics of finance. I, being the former, enjoyed having the concepts of stochastic calculus and ...