Essentials Of Stochastic Finance: Facts, Models, Theory Hardback
by Albert N (Steklov Mathematical Inst & Moscow State Univ, Russia) Shiryaev
Part of the Advanced Series on Statistical Science & Applied Probability series
Hardback
- Information
Description
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering.
It also answers the requests of teachers of financial mathematics and engineering by making a bias towards probabilistic and statistical ideas and the methods of stochastic calculus in the analysis of market risks.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:852 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:18/01/1999
- Category:
- ISBN:9789810236052
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:852 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:18/01/1999
- Category:
- ISBN:9789810236052
