Title:
Essentials of stochastic finance : facts, models, theory
Personal Author:
Series:
Advanced series on statistical science & applied probability ; 3
Publication Information:
Singapore : World Scientific Publishing, 1999
Physical Description:
xvi, 834 p. : ill. ; 23 cm.
ISBN:
9789810236052
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000010207146 | HG4515.3 S54 1999 | Open Access Book | Book | Searching... |
On Order
Summary
Summary
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.