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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Langue Anglais ● Format PDF ● Pages 852 ● ISBN 9789814495660 ● Maison d’édition World Scientific Publishing Company ● Publié 1999 ● Téléchargeable 3 fois ● Devise EUR ● ID 8098752 ● Protection contre la copie Adobe DRM
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