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Item Details
Title: STOCHASTIC FINANCE
By: Albert N. Shiryaev (Editor), Maria Do Rosario Grossinho (Editor), Paulo E. de Oliveira (Editor)
Format: Hardback

List price: £129.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0387282629
ISBN 13: 9780387282626
Publisher: SPRINGER-VERLAG NEW YORK INC.
Pub. date: 1 October, 2005
Pages: 364
Description: Mathematics, as the language of science, has always played a role in the development of knowledge and technology. The high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques.
Synopsis: Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world's financial institutions. Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques.
Illustrations: XIV, 364 p.
Publication: US
Imprint: Springer-Verlag New York Inc.
Returns: Returnable
Some other items by this author:
AMAZON POLLEN MANUAL AND ATLAS (HB)
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AN INTRODUCTION TO MINIMAX THEOREMS AND THEIR APPLICATIONS TO DIFFERENTIAL EQUATIONS (HB)
AN INTRODUCTION TO MINIMAX THEOREMS AND THEIR APPLICATIONS TO DIFFERENTIAL EQUATIONS (PB)
CHANGE OF TIME AND CHANGE OF MEASURE (HB)
CHANGE OF TIME AND CHANGE OF MEASURE (HB)
ESSENTIALS OF STOCHASTIC FINANCE: FACTS, MODELS, THEORY (HB)
LIMIT THEOREMS FOR STOCHASTIC PROCESSES (HB)
LIMIT THEOREMS FOR STOCHASTIC PROCESSES (PB)
MATHEMATICAL CONTROL THEORY AND FINANCE (HB)
MATHEMATICAL CONTROL THEORY AND FINANCE (PB)
NONLINEAR ANALYSIS AND ITS APPLICATIONS TO DIFFERENTIAL EQUATIONS (HB)
NONLINEAR ANALYSIS AND ITS APPLICATIONS TO DIFFERENTIAL EQUATIONS (PB)
OPTIMAL STOPPING AND FREE BOUNDARY PROBLEMS (HB)
OPTIMAL STOPPING RULES (PB)
PROBABILITY (HB)
PROBABILITY (HB)
PROBABILITY (HB)
PROBABILITY THEORY (HB)
PROBABILITY THEORY (PB)
PROBABILITY-1 (HB)
PROBABILITY-1 (PB)
PROBABILITY-2
PROBLEMS IN PROBABILITY (HB)
PROBLEMS IN PROBABILITY (PB)
PROKHOROV AND CONTEMPORARY PROBABILITY THEORY (HB)
PROKHOROV AND CONTEMPORARY PROBABILITY THEORY (PB)
STATISTICAL EXPERIMENTS AND DECISION, ASYMPTOTIC THEORY (HB)
STATISTICS OF RANDOM PROCESSES (HB)
STATISTICS OF RANDOM PROCESSES (PB)
STATISTICS OF RANDOM PROCESSES II (HB)
STATISTICS OF RANDOM PROCESSES II (PB)
STOCHASTIC DISORDER PROBLEMS (HB)
STOCHASTIC FINANCE (PB)

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