ESSENTIALS OF STOCHASTIC FINANCE: FACTS, MODELS, THEORY by Albert N. Shiryaev ( 9789810236052 )

Item Details

Title:

ESSENTIALS OF STOCHASTIC FINANCE: FACTS, MODELS, THEORY

By:

Albert N. Shiryaev

Format:

Hardback

List price:

£270.00

Our price:

£243.00

Discount:

10% off

You save:

£27.00

ISBN 10:

9810236050

ISBN 13:

9789810236052

Availability:

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Stock:

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Publisher:

WORLD SCIENTIFIC PUBLISHING CO PTE LTD

Pub. date:

18 January, 1999

Series:

Advanced Series on Statistical Science & Applied Probability 3

Pages:

852

Description:

This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It introduces the reader to the main concepts, notions and results of stochastic financial mathematics.

Synopsis:

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.

Publication:

Singapore

Imprint:

World Scientific Publishing Co Pte Ltd

Returns:

Returnable

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