Essentials of Stochastic Finance: Facts, Models, Theory (Advanced Series on Statistical Science & Applied Probability Vol.3)

Shiryaev, Albert N:

ISBN 10: 9810236050 / ISBN 13: 9789810236052

Published by World Scientific, 1999

About this Item

852 pp. Name on the endpaper, dust jacket missing, back cover slightly rubbed, pages very slightly browned due to age, otherwise a very well-preserved copy. 374 Sprache: Englisch Gewicht in Gramm: 1395.

Seller Inventory # 39931

Bibliographic Details

• Title: Essentials of Stochastic Finance: Facts, Models, Theory (Advanced Series on Statistical Science & Applied Probability Vol.3)
• Publisher: World Scientific
• Publication Date: 1999
• Language: English
• ISBN 10: 9810236050
• ISBN 13: 9789810236052
• Binding: Hardcover
• Edition: 1st edition.
• Condition: Gut
• Dust Jacket Condition: Dust Jacket Included
• Seller catalogs:
  • Mathematik

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."