eBook - PDF
Essentials Of Stochastic Finance: Facts, Models, Theory
Facts, Models, Theory
Albert N Shiryaev
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- 852 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Essentials Of Stochastic Finance: Facts, Models, Theory
Facts, Models, Theory
Albert N Shiryaev
Book details
Table of contents
Citations
About This Book
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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Information
Table of contents
- Contents
- Foreword
- Part 1 FACTS MODELS
- Chapter I. Main Concepts, Structures, and Instruments. Aims and Problems of Financial Theory and Financial Engineering
- Chapter II . Stochastic Models . Discrete Time
- Chapter III. Stochastic Models. Continuous Time
- Chapter IV . Statistical Analysis of Financial Data
- Part 2 THEORY
- Chapter V. Theory of Arbitrage in Stochastic Financial Models. Discrete Time
- Chapter VI. Theory of Pricing in Stochastic Financial Models. Discrete Time
- Chapter VII . Theory of Arbitrage in Stochastic Financial Models . Continuous Time
- Chapter VIII . Theory of Pricing in Stochastic Financial Models . Continuous Time
- Bibliography
- Index
- Index of Symbols
Citation styles for Essentials Of Stochastic Finance: Facts, Models, Theory
APA 6 Citation
Shiryaev, A. (1999). Essentials Of Stochastic Finance: Facts, Models, Theory ([edition missing]). World Scientific Publishing Company. Retrieved from https://www.perlego.com/book/847179/essentials-of-stochastic-finance-facts-models-theory-pdf (Original work published 1999)
Chicago Citation
Shiryaev, Albert. (1999) 1999. Essentials Of Stochastic Finance: Facts, Models, Theory. [Edition missing]. World Scientific Publishing Company. https://www.perlego.com/book/847179/essentials-of-stochastic-finance-facts-models-theory-pdf.
Harvard Citation
Shiryaev, A. (1999) Essentials Of Stochastic Finance: Facts, Models, Theory. [edition missing]. World Scientific Publishing Company. Available at: https://www.perlego.com/book/847179/essentials-of-stochastic-finance-facts-models-theory-pdf (Accessed: 25 September 2021).
MLA 7 Citation
Shiryaev, Albert. Essentials Of Stochastic Finance: Facts, Models, Theory. [edition missing]. World Scientific Publishing Company, 1999. Web. 25 Sept. 2021.