From Stochastic Calculus to Mathematical Finance : The Shiryaev Festschrift
Bachelier Colloquium on Stochastic Calcu; Shiriaev, Albert Nikolaevich; Kabanov, Yuri; Liptser, R. Sh; Stoianov, Iordan
Language: English
Published by Springer, 2006
- Hardcover
- New
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- Title
- From Stochastic Calculus to Mathematical Finance : The Shiryaev Festschrift
- Author
- Bachelier Colloquium on Stochastic Calcu; Shiriaev, Albert Nikolaevich; Kabanov, Yuri; Liptser, R. Sh; Stoianov, Iordan
- Publisher
- Springer
- Publication year
- 2006
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3540307826
- ISBN 13
- 9783540307822
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included.
The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.
"Synopsis" may belong to another edition of this title.
From the Back Cover
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included.
The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.
"About the title" may belong to another edition of this title.
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