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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Språk Engelska ● Formatera PDF ● Sidor 852 ● ISBN 9789812385192 ● Filstorlek 32.8 MB ● Utgivare World Scientific Publishing Company ● Stad Singapore ● Land SG ● Publicerad 1999 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2445013 ● Kopieringsskydd Adobe DRM
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