Essentials Of Stochastic Finance: Facts, Models, Theory
Format:Hardback
Publisher:World Scientific Publishing Co Pte Ltd
Published:18th Jan '99
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9789810236052
Dimensions: unknown
Weight: unknown
852 pages