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Essentials of stochastic finance : facts, models, theory

Author: Alʹbert Nikolaevich Shiri︠a︡ev
Publisher: Singapore ; River Edge, N.J. : World Scientific, 1999
Series: Advanced series on statistical science & applied probability, v. 3.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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,  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Alʹbert Nikolaevich Shiri︠a︡ev
ISBN: 9810236050 9789810236052
OCLC Number: 40425666
Notes: Translated from the unpublished Russian manuscript--Data sheet.
Description: xvi, 834 pages : illustrations ; 23 cm.
Contents: Part 1 Facts. Part 2 Models: main concepts, structures and instruments; aims and problems of financial theory and financial engineering; stochastic models - discrete time; stochastic models - continuous time; statistical analysis of financial data. Part 3 Theory: theory of arbitrage in stochastic financial models - discrete time; theory of pricing in stochastic financial models - discrete time; theory of arbitrage in stochastic financial models - continuous time; theory of pricing in stochastic financial models - continuous time.
Series Title: Advanced series on statistical science & applied probability, v. 3.
Responsibility: Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin.

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..". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well."

 
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