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, 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 stastical ideas and the methods of stochastic calculus in the analysis of market risks.
..". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well."
Series: Advanced Series on Statistical Science & Applied Probability
Number Of Pages: 852
Published: 18th January 1999
Publisher: World Scientific Publishing Co Pte Ltd
Country of Publication: SG
Dimensions (cm): 22.86 x 15.95 x 4.09
Weight (kg): 1.35