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Essentials of stochastic finance: facts, models, theory

By: Contributor(s): Material type: TextTextSeries: Advanced series on statistical science & applied probability, Vol. 3Publication details: New Jersey World Scientific 1999Description: xvi, 834 pISBN:
  • 9789810236052
Subject(s): DDC classification:
  • 332.60151923  S4E8
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.
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Item type Current library Item location Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 19-A / Slot 697 (0 Floor, West Wing) General Stacks 332.60151923 S4E8 (Browse shelf(Opens below)) Available 175750

Translated from the unpublished Russian manuscript--Data sheet.Includes bibliographical references (p. [803]-824) and index.

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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