ESSENTIALS OF STOCHASTIC FINANCE... (V3)
Facts, Models, Theory| By: | Shiryaev Albert N |
| Publisher: | World Scientific Publishing |
| Print ISBN: | 9789810236052 |
| eText ISBN: | 9789812385192 |
| Edition: | 0 |
| Format: | Page Fidelity |
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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.