Essentials Of Stochastic Finance: Facts, Models, Theory
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A01=Albert N Shiryaev
Author_Albert N Shiryaev
Category=KFF
Category=PBT
Category=PBWL
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Financial Engineering
Financial Mathematics
Financial Theory
Stochastic Finance
Product details
- ISBN 9789810236052
- Publication Date: 18 Jan 1999
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
