IMS - Introduction to Stochastic Analysis

This list contains 8 titles

	Arbitrage theory in continuous time / Tomas Björk. by Björk, Tomas Edition: 3rd ed. Publication details: Oxford ; New York : Oxford University Press, 2009 Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HG6024.A3B567 2009, ... Lists: IMS - Introduction to Stochastic Analysis, IMS - Stochastic processes and financial applications . Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. by Karatzas, Ioannis Shreve, Steven E Series: Graduate texts in mathematics ; 113 Edition: 2nd ed. Publication details: New York : Springer, 1996 Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: QA274.75.K37 1991, ... Lists: IMS - Introduction to Stochastic Analysis, IMS - Stochastic Differential Equations. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Martingale methods in financial modelling Marek Musiela, Marek Rutkowski. by Musiela, Marek, 1950- Rutkowski, Marek, 1952- Series: Stochastic modelling and applied probability ; 36 Edition: 2nd ed. Publication details: Berlin New York : Springer, c2005 Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HG6024.A3 M87 2005, ... Lists: IMS - Introduction to Stochastic Analysis, IMS - Modelling of Interest Rate Derivatives, IMS - Stochastic Calculus and Fixed Income Markets. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Stochastic calculus and financial applications / J. Michael Steele. by Steele, J. Michael Series: Applications of mathematics ; 45 Publication details: New York : Springer, c2001 Online resources: Publisher description Table of contents only Availability: Items available for loan: Strathmore University (Main Library) (4)Call number: QA274.2.S74 2001, ... Lists: IMS - Introduction to Stochastic Analysis, IMS - Stochastic Differential Equations. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Stochastic calculus for finance I Steven E. Shreve. The binomial asset pricing model by Shreve, Steven E Series: Springer finance. Textbook \| Springer finance Publication details: New York : Springer, c2004 Online resources: Publisher description Table of contents only Availability: Items available for loan: Strathmore University (Main Library) (7)Call number: HG106.S57 2004, ... Lists: IMS - Discrete Time Modelling and Derivative Securities, IMS - Introduction to Stochastic Analysis. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Stochastic calculus for finance II Steven E. Shreve. Continuous-Time Models by Shreve, Steven E Series: Springer finance. Textbook \| Springer finance Publication details: New York : Springer, c2004 Online resources: Publisher description Table of contents only Availability: Items available for loan: Strathmore University (Main Library) (7)Call number: HG106 .S57 2004, ... Lists: IMS - Discrete Time Modelling and Derivative Securities, IMS - Introduction to Stochastic Analysis. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Stochastic differential equations : an introduction with applications Bernt Oksendal. by Øksendal, B. K. (Bernt Karsten), 1945- Series: Universitext Edition: 6th ed. Publication details: Berlin ; New York : Springer, c2013 Availability: Items available for loan: Strathmore University (Main Library) (4)Call number: QA274.23.O47 2013, ... Not available: Strathmore University (Main Library): Checked out (1). Lists: IMS - Continuous Time Stochastic Processes, IMS - Introduction to Stochastic Analysis, IMS - Stochastic Differential Equations. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:
	Stochastic integration and differential equations Philip E. Protter. by Protter, Philip E Series: Applications of mathematics ; 21 Edition: 2nd ed. Publication details: Berlin ; New York : Springer, c2004 Online resources: Publisher description Table of contents only Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: QA274.22.P76 2004, ... Lists: IMS - Introduction to Stochastic Analysis, IMS - Stochastic Differential Equations. Place recall Request article Log in to add tags Add to cart (remove) Found in Open Library:

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