Essentials of stochastic finance: facts, models, theory

By:

Shiryaev, Albert N

Material type: Text

TextPublication details: World Scientific Publishing Company Pvt. Ltd. New Jersey 2022Description: xvi, 834 pISBN:

9780000991010

Subject(s):

DDC classification:

332.60151923 SHI

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.

List(s) this item appears in: Finance & Accounting | Marketing

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Finance & Accounting	332.60151923 SHI (Browse shelf(Opens below))	1	Available		004279

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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