Essentials of Stochastic Finance: Facts, Models, Theory (Advanced Series on Statistical Science & Applied Probability Vol.3) - Hardcover

Shiryaev Albert N

 
9789810236052: Essentials of Stochastic Finance: Facts, Models, Theory (Advanced Series on Statistical Science & Applied Probability Vol.3)

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.