Essentials Of Stochastic Finance: Facts, Models, Theory
eBook - PDF

Essentials Of Stochastic Finance: Facts, Models, Theory

Facts, Models, Theory

  1. 852 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Essentials Of Stochastic Finance: Facts, Models, Theory

Facts, Models, Theory

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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Yes, you can access Essentials Of Stochastic Finance: Facts, Models, Theory by Albert N Shiryaev in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Contents
  2. Foreword
  3. Part 1 FACTS MODELS
  4. Chapter I. Main Concepts, Structures, and Instruments. Aims and Problems of Financial Theory and Financial Engineering
  5. Chapter II . Stochastic Models . Discrete Time
  6. Chapter III. Stochastic Models. Continuous Time
  7. Chapter IV . Statistical Analysis of Financial Data
  8. Part 2 THEORY
  9. Chapter V. Theory of Arbitrage in Stochastic Financial Models. Discrete Time
  10. Chapter VI. Theory of Pricing in Stochastic Financial Models. Discrete Time
  11. Chapter VII . Theory of Arbitrage in Stochastic Financial Models . Continuous Time
  12. Chapter VIII . Theory of Pricing in Stochastic Financial Models . Continuous Time
  13. Bibliography
  14. Index
  15. Index of Symbols