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Albert N Shiryaev
ESSENTIALS OF STOCHASTIC FINANCE… (V3) [PDF ebook]
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Cover of Albert N Shiryaev: ESSENTIALS OF STOCHASTIC FINANCE... (V3) (PDF)

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.

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Language English ● Format PDF ● Pages 852 ● ISBN 9789812385192 ● File size 32.8 MB ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 1999 ● Downloadable 24 months ● Currency EUR ● ID 2445013 ● Copy protection Adobe DRM

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