Essentials Of Stochastic Finance: Facts, Models, Theory
Published on 18. January 1999
Book
Hardback
852 pages
978-981-02-3605-2 (ISBN)
Description
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.
Reviews / Votes
..". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well."More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 50 mm
Weight
1360 gr
ISBN-13
978-981-02-3605-2 (9789810236052)
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Schweitzer Classification
Person
Content
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.