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Shiryaev Albert N Shiryaev
Essentials Of Stochastic Finance: Facts, Models, Theory [PDF ebook]

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Cover of Shiryaev Albert N Shiryaev: Essentials Of Stochastic Finance: Facts, Models, Theory (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 9789814495660 ● Publisher World Scientific Publishing Company ● Published 1999 ● Downloadable 3 times ● Currency EUR ● ID 8098752 ● Copy protection Adobe DRM

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