J. Michael Steele Books
Stochastic Calculus and Financial Applications
A graduate level methematical introduction to stochastic calculus using financial applications as examples. Starts with the discrete stochastic process then quickly moves on to continuous stochast...
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This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is...
Read MoreStochastic Calculus and Financial Applications
This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is...
Read MoreProbability on Discrete Structures
By Fabio Martinelli, J. Michael Steele, Laurent Saloff Coste, David Aldous, A. S Sznitman, C. Douglas Howard, Harry Kesten, S. R. S. Varadhan, Geoffrey Grimmett
Most probability problems involve random variables indexed by space and/or time. These problems almost always have a version in which space and/or time are taken to be discrete. This volume deals w...
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