books by Steven E. Shreve

books by Steven E. Shreve

books:

Steven E. Shreve

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)

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 ...

Methods of Mathematical Finance

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 ...

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 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."

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

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. ...

Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
Dimitri P. Bertsekas, Steven E. Shreve

Athena Scientific, 2007

This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Steven E. Shreve

Springer, 2005

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 ...

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 II: Continuous-Time Models by Steven E. Shreve B01_0496
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."

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."