Essentials of Stochastic Finance: Facts, Modelsory / Edition 1by Albert N Shiryaev, Al'bert Nikolaevich Shiriaev
Pub. Date: 02/01/1999
Publisher: World Scientific Publishing Company, Incorporated
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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