Stochastic Finance

By: Albert N. Shiryaev (Editor), Paulo E. Oliveira (Editor), Maria do Rosario Grossinho (Editor), Manuel L. Esquivel (Editor)

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Hardcover | 24 October 2005

At a Glance

Hardcover
380 Pages

Dimensions(cm)
23.5 x 15.6 x 2.54

Hardcover

$169.00

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Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world's financial institutions.

Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques.

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You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Accounting & Finance Finance Business & Management Business Mathematics & Systems Probability & Statistics

Preface
Plenary And Invited Lectures
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Multipower Variation and Stochastic Volatility
Completeness of a General Semimartingale Market under Constrained Trading
Extremal behavior of stochastic volatility models
Capital Asset Pricing for Markets with Intensity Based Jumps
Mortgage Valuation and Optimal Refinancing
Computing efficient hedging strategies in discontinuous market models
A Downside Risk Analysis based on Financial Index Tracking Models
Contributed Talks
Modelling electricity prices by the potential jump-diffusion
Finite dimensional Markovian realizations for forward price term structure models
Good Portfolio Strategies under Transaction Costs: A Renewal Theoretic Approach
Power and Multipower Variation: inference for high frequency data
Table of Contents provided by Publisher. All Rights Reserved.

Stochastic Finance

At a Glance

Hardcover

Shipping

How to return your order

Defective items

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