Essentials Of Stochastic Finance: Facts, Models, Theory

Albert N Shiryaev author

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

Essentials Of Stochastic Finance: Facts, Models, Theory cover

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