Essentials of Stochastic Finance: Facts, Modelsory / Edition 1

Essentials of Stochastic Finance: Facts, Modelsory / Edition 1

by Albert N Shiryaev, Al'bert Nikolaevich Shiriaev
     
 

ISBN-10: 9810236050

ISBN-13: 9789810236052

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

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.

Product Details

ISBN-13:
9789810236052
Publisher:
World Scientific Publishing Company, Incorporated
Publication date:
02/01/1999
Series:
Advanced Series on Statistical Science
Edition description:
New Edition
Pages:
852
Product dimensions:
5.90(w) x 8.70(h) x 1.70(d)

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