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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语言 英语 ● 格式 PDF ● 网页 852 ● ISBN 9789812385192 ● 文件大小 32.8 MB ● 出版者 World Scientific Publishing Company ● 市 Singapore ● 国家 SG ● 发布时间 1999 ● 下载 24 个月 ● 货币 EUR ● ID 2445013 ● 复制保护 Adobe DRM
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