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Bibliographic Details

Title: Essentials of Stochastic Finance: Facts, Models, Theory
Publisher: Hackensack, New Jersey, U.S.A.: World Scientific Pub Co Inc
Publication Date: 1999
Language: English
ISBN 10: 9810236050
ISBN 13: 9789810236052
Binding: Soft cover
Edition: International Edition
Condition: New
Dust Jacket Condition: New

About this title

Synopsis

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.

Review

..". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well."

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