TY  - BOOK
AU  - Shiryaev, Albert N.
TI  - Essentials of stochastic finance: : facts, models, theory
SN  - 9780000991010
U1  - 332.60151923 
PY  - 2022///
CY  - New Jersey
PB  - World Scientific Publishing Company Pvt. Ltd.
KW  - Statistical decision
KW  - Stochastic processes
KW  - Financial engineering
N2  - 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
ER  -