Essentials Of Stochastic Finance: Facts, Models, Theory: (Advanced Series on Statistical Science & Applied Probability 3)
By
Albert N Shiryaev (Author)
Hardback
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Description
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.
More Details
- Contributor: Albert N Shiryaev
- Imprint: World Scientific Publishing Co Pte Ltd
- ISBN13: 9789810236052
- Number of Pages: 852
- Format: Hardback
- Publisher: World Scientific Publishing Co Pte Ltd
- Release Date: 1999-01-18
- Series: Advanced Series on Statistical Science & Applied Probability
- Binding: Hardback
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