Essentials of Stochastic Finance: Facts, Models, Theory

Shiryaev Albert N

ISBN 10: 0000991015 ISBN 13: 9780000991010

Published by World Scientific Publishing Company, Incorporated, 2021

New Soft cover

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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.

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Bibliographic Details

Title: Essentials of Stochastic Finance: Facts, ...
Publisher: World Scientific Publishing Company, Incorporated
Publication Date: 2021
Binding: Soft cover
Condition: New