Essentials of stochastic finance : facts, models, theory /
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...
| 第一著者: | |
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| フォーマット: | Licensed eBooks |
| 言語: | 英語 ロシア語 |
| 出版事項: |
Singapore ; River Edge, N.J. :
World Scientific,
1999
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| シリーズ: | Advanced series on statistical science & applied probability ;
v. 3. |
| オンライン･アクセス: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=91430 |
| 要約: | 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. |
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| 記述事項: | Translated from the unpublished Russian manuscript--Data sheet. |
| 物理的記述: | 1 online resource (xvi, 834 pages) : illustrations |
| 書誌: | Includes bibliographical references (pages 803-824) and index. |
| ISBN: | 9812385193 9789812385192 9810236050 9789810236052 |