Essentials of Stochastic Finance: Facts, Modelsory / Edition 1

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More About This Textbook

Overview

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.
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Product Details

  • ISBN-13: 9789810236052
  • Publisher: World Scientific Publishing Company, Incorporated
  • Publication date: 2/1/1999
  • Series: Advanced Series on Statistical Science
  • Edition description: New Edition
  • Edition number: 1
  • Pages: 852
  • Sales rank: 514,494
  • Product dimensions: 5.90 (w) x 8.70 (h) x 1.70 (d)

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Sort by: Showing 1 Customer Review

  • Anonymous

    Posted August 2, 2007

    A+++ BOOK FOR QUANTS AND MUST HAVE

    Detailed theoretical framework for mathmatical finance by a top russian mathematician. Almost impossible to find in hardback.

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