Zustand: Sehr gut | Seiten: 852 | Sprache: Englisch | Produktart: B�cher | This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It 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 stastical ideas and the methods of stochastic calculus in the analysis of market risks.

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Bibliographic Details

Title

Essentials of Stochastic Finance, Volume 3 : Facts, Models, Theory

Publisher

World Scientific Publishing Company

Publication Date

1999

Language

English

ISBN 10

9810236050

ISBN 13

9789810236052

Binding

Hardcover

Condition

Sehr gut

Seller catalogs

B�cher

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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