World Scientific Publishing Company
Essentials of Stochastic Finance: Facts, Models, Theory
Product Code:
9789810236052
ISBN13:
9789810236052
Condition:
New
$323.21
Essentials of Stochastic Finance: Facts, Models, Theory
$323.21
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.
| Author: Albert N. Shiryaev |
| Publisher: World Scientific Publishing Company |
| Publication Date: 36178 |
| Number of Pages: 852 pages |
| Binding: Mathematics |
| ISBN-10: 9810236050 |
| ISBN-13: 9789810236052 |