Steven Shreve Books
Methods of Mathematical Finance
By Ioannis Karatzas, Steven E. Shreve, Steven Shreve
This book should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to th...
Read MoreBrownian 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 More