ENGLISH

Essentials of stochastic finance: facts, models, theory

By Albert N. Shiryaev , N. Kruzhilin

Book information

Publisher
World Scientific
Year
1999
ISBN
9810236050, 9789810236052, 9789812385192
Open Library ID
OL9194867M
Language
english
Format
DJVU
Filesize
5 MB (5655687 bytes)
Series
Advanced series on statistical science & applied probability 3
Edition
1st
Pages
852\852
Library
Kolxo3
DPI
300
Time added
2009-12-04 00:34:26

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.

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