Home » Essentials of Stochastic Finance: Facts, Models, Theory by Albert N. Shiryaev
Essentials of Stochastic Finance: Facts, Models, Theory Albert N. Shiryaev

Essentials of Stochastic Finance: Facts, Models, Theory

Albert N. Shiryaev

Published January 15th 1999
ISBN : 9789810236052
Hardcover
852 pages
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 About the Book 

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 financialMoreThis 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.