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Essentials of Stochastic Finance : Facts, Models, Theory. Tr. from the Russian aby N. Kruzhilin.
・ISBN 978-981-02-3605-2 hard US$ 307.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-238-519-2
| 著者・編者 | Shiryaev, Albert N., |
|---|---|
| シリーズ | Advanced Series on Statistical Science and Applied Probability |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 1999 |
| ページ数 | 834 pp. |
| 言語 | ENG |
| ニュース番号 | ＜455-281 455-L25＞ |
解説
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.