Book has light wear and rubbing to edges, slight smudging to textblock edges, very light toning to top of pages. Otherwise, still attractive, clean copy with unmarked pages and solid binding. Dust jacket has mild wear to edges, light scratches and rubbing to covers. Otherwise, attractive, clean, and now protected in archival covering.

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Bibliographic Details

Title

Essentials of Stochastic Finance: Facts, Models, Theory; Advanced series on statistical science & applied probability, vol. 3

Publisher

World Scientific

Publication Date

2000

Language

English

ISBN 10

9810236050

ISBN 13

9789810236052

Binding

Hardcover

Condition

Very Good

Dust Jacket Condition

Very Good

Seller catalogs

Mathematics

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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