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ESSENTIALS OF STOCHASTIC FINANCE... (V3)

633,05 
633,05 
2025-07-31 633.0500 InStock
Nemokamas pristatymas į paštomatus per 18-22 darbo dienų užsakymams nuo 19,00 

Knygos aprašymas

This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It 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 stastical ideas and the methods of stochastic calculus in the analysis of market risks.

Informacija

Autorius: Albert N Shiryaev
Leidėjas: World Scientific
Išleidimo metai: 1999
Knygos puslapių skaičius: 852
ISBN-10: 9810236050
ISBN-13: 9789810236052
Formatas: Knyga kietu viršeliu
Kalba: Anglų
Žanras: Applied mathematics

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