ENGLISH

From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

By Yu. Kabanov , R. Liptser , J. Stoyanov

Book information

Publisher
Springer
Year
2006
ISBN
3-540-30782-6, 978-3-540-30782-2
Open Library ID
OL9056160M
Language
english
Format
PDF
Filesize
3 MB (3583554 bytes)
Edition
1
Pages
646\646
Library
torrents.ru tech collections 2009-11-14
Time added
2010-01-11 02:35:34

Description

Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included. The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.

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