TY  - GEN
T1  - Essentials of stochastic finance : facts, models, theory
T2  - Advanced series on statistical science & applied probability ;
A1  - Shiri͡aev, Alʹbert Nikolaevich
LA  - English
LA  - Russian
PP  - Singapore ; River Edge, N.J.
PB  - World Scientific
YR  - 1999
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocm52859275
AB  - 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.
OP  - 834
NO  - Translated from the unpublished Russian manuscript--Data sheet.
CN  - HG4515.3 .S54 1999eb
SN  - 9812385193
SN  - 9789812385192
SN  - 9810236050
SN  - 9789810236052
KW  - Investments : Mathematics.
KW  - Stochastic processes.
KW  - Statistical decision.
KW  - Financial engineering.
KW  - Stochastic Processes
KW  - Investissements : Mathématiques.
KW  - Processus stochastiques.
KW  - Prise de décision (Statistique)
KW  - Ingénierie financière.
KW  - BUSINESS & ECONOMICS : Investments & Securities : General.
KW  - Financial engineering
KW  - Investments : Mathematics
KW  - Statistical decision
KW  - Stochastic processes
KW  - Bedrijfsfinanciering.
KW  - Stochastische methoden.
ER  -