Shiryaev, Albert N. <br/><br/>
Essentials of stochastic finance:   facts, models, theory 

 - New Jersey  World Scientific Publishing Company Pvt. Ltd.  2022 
 - xvi, 834 p. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9780000991010 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Statistical decision<br/>Stochastic processes<br/>Financial engineering
<br/><br/><label>Dewey Class. No.: </label>332.60151923  / SHI