Essentials of stochastic finance : facts, models, theory /

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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Shiri͡aev, Alʹbert Nikolaevich
Format: Électronique eBook
Langue:Inglés
Ruso
Publié: Singapore ; River Edge, N.J. : World Scientific, 1999
Collection:Advanced series on statistical science & applied probability ; v. 3.
Sujets:
Investments > Mathematics.
Stochastic processes.
Statistical decision.
Financial engineering.
Stochastic Processes
Investissements > Mathématiques.
Processus stochastiques.
Prise de décision (Statistique)
Ingénierie financière.
BUSINESS & ECONOMICS > Investments & Securities > General.
Financial engineering
Investments > Mathematics
Statistical decision
Stochastic processes
Bedrijfsfinanciering.
Stochastische methoden.
Accès en ligne:Texto completo
Description
Résumé: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.
Description:Translated from the unpublished Russian manuscript--Data sheet.
Description matérielle:1 online resource (xvi, 834 pages) : illustrations
Bibliographie:Includes bibliographical references (pages 803-824) and index.
ISBN:9812385193
9789812385192

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