Essentials Of Stochastic Finance: Facts, Models, Theory
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.
1136609252
Essentials Of Stochastic Finance: Facts, Models, Theory
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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Essentials Of Stochastic Finance: Facts, Models, Theory

Essentials Of Stochastic Finance: Facts, Models, Theory

by Albert N Shiryaev
Essentials Of Stochastic Finance: Facts, Models, Theory

Essentials Of Stochastic Finance: Facts, Models, Theory

by Albert N Shiryaev

Hardcover(New Edition)

$307.00 
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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: 01/18/1999
Series: Advanced Series On Statistical Science And Applied Probability , #3
Edition description: New Edition
Pages: 852
Product dimensions: 5.90(w) x 8.70(h) x 1.70(d)
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