Ioannis Karatzas Books
Brownian Motion and Stochastic Calculus
By Ioannis Karatzas, Steven Shreve
This book is designed for a graduate course in stochastic processes. It is written for the reader who is familiar with measure-theoretic probability and the theory of discrete-time processes who is...
Read MoreLectures on the mathematics of finance
In this text, the author discusses the main aspects of mathematical finance. These include arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained...
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