Essentials of Stochastic Finance: Facts, Models, Theory (Hardcover) (ISBN-13: 9789810236052)

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.

Author: Albert N. Shiryaev
ISBN-10: 9810236050
ISBN-13: 9789810236052
Publisher: World Scientific Publishing Company
Language: English
Published: 01/18/1999
Pages: 852
Format: Hardcover
Weight: 2.97lbs
Size: 9.00h x 6.28w x 1.61d