If you liked Stochastic Processes, Finance and Control by Samuel N. Cohen, Dilip B. Madan, and Tak Kuen Siu, start with Stochastic Calculus and Applications (1982), Quantitative Fund Management. Chapman and Hall/ CRC Financial Mathematics Series (2009), and Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott (2012). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Stochastic Processes, Finance and Control · Samuel N. Cohen books in order

Recommended next reads

  1. 1 Stochastic Calculus and Applications 1982 · 666 pages · Samuel N. Cohen, Robert J. Elliott · Same author
  2. 2 Quantitative Fund Management. Chapman and Hall/ CRC Financial Mathematics Series 2009 · 467 pages · Georg Pflug, Gautam Mitra, Michael Dempster, Rama Cont, Dilip B. Madan · Same author
  3. 3 Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott 2012 · Samuel N. Cohen · Same author
  4. 4 Peter Carr Gedenkschrift 2023 · Robert A. Jarrow, Dilip B. Madan · Same author
  5. 5 Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications 2020 · 300 pages · Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska · Same author
  6. 6 Nonlinear Valuation and Non-Gaussian Risks in Finance 2022 · Dilip B. Madan, Wim Schoutens · Same author

Frequently asked questions

What should I read after Stochastic Processes, Finance and Control?

BookOrb recommends Stochastic Calculus and Applications (1982), Quantitative Fund Management. Chapman and Hall/ CRC Financial Mathematics Series (2009), Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott (2012), Peter Carr Gedenkschrift (2023), and Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications (2020).

Are there books like Stochastic Processes, Finance and Control?

Yes. The list on this page is ranked from the closest matches BookOrb has for Stochastic Processes, Finance and Control.

Who wrote Stochastic Processes, Finance and Control?

Stochastic Processes, Finance and Control is by Samuel N. Cohen, Dilip B. Madan, and Tak Kuen Siu.