ENGLISH

Essentials of Stochastic Finance: Facts, Models, Theory

By Albert N. Shiryaev

Book information

Year
1999
ISBN
9810236050, 9789810236052, 9789812385192
Open Library ID
OL9194867M
Language
english
Format
PDF
Filesize
16 MB (17136025 bytes)
Edition
1st
Pages
852\852
Topic
Economy
Time added
2011-06-04 13:46:07
Финансово-экономические дисциплины;Финансовая мате

Description

This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It 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 stastical ideas and the methods of stochastic calculus in the analysis of market risks.

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