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Textbook Paperback - REV
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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, ... More
Textbook Hardcover - New Edition
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This is the second volume in a two volume sequence on Stochastic calculus models in finance. This second volume which does not require the first volume as a pre-requisite ... More
Textbook Paperback - New Edition
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Textbook Hardcover - New Edition
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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 ... More
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