Essentials Of Stochastic Finance: Facts, Models, Theory

Author:   Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)
Publisher:   World Scientific Publishing Co Pte Ltd
Volume:   3
ISBN:  

9789810236052


Pages:   852
Publication Date:   18 January 1999
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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Essentials Of Stochastic Finance: Facts, Models, Theory


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Full Product Details

Author:   Albert N Shiryaev (Steklov Mathematical Inst & Moscow State Univ, Russia)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   3
Dimensions:   Width: 16.00cm , Height: 4.10cm , Length: 23.00cm
Weight:   1.347kg
ISBN:  

9789810236052


ISBN 10:   9810236050
Pages:   852
Publication Date:   18 January 1999
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

Part 1 Facts. Part 2 Models: main concepts, structures and instruments; aims and problems of financial theory and financial engineering; stochastic models - discrete time; stochastic models - continuous time; statistical analysis of financial data. Part 3 Theory: theory of arbitrage in stochastic financial models - discrete time; theory of pricing in stochastic financial models - discrete time; theory of arbitrage in stochastic financial models - continuous time; theory of pricing in stochastic financial models - continuous time.

Reviews

.."". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well.""


".."". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well."""


.. . as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well.


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