Essentials of stochastic finance: facts, models, theory / Albert N. Shiryaev

Auteur: Chiriaev, Albert Nikolaevich (1934-) - AuteurAuteur secondaire : Kruzhilin, Nikolai Georgievich - TraducteurType de document: MonographieCollection: Advanced series on statistical science applied probability ; 3Langue: anglaisPays: SingapourÉditeur: Singapore : World Scientific, 2003Edition: reprintedDescription: 1 vol. (XVI-834 p.) : fig., couv. ill. ; 23 cm ISBN: 9810236050 ; rel. Note: The book's overall goal is to present concepts, techniques and ideas useful for modeling and analyzing financial markets by probabilistic methods. One half of the book discusses facts and models, the other half explains theory and the following is a short summary of the major themes. (Zentralblatt)Bibliographie: Bibliogr. Index. Sujets MSC: 91Gxx Game theory, economics, social and behavioral sciences -- Mathematical finance
91-02 Game theory, economics, social and behavioral sciences -- Research exposition (monographs, survey articles)
62-02 Statistics -- Research exposition (monographs, survey articles)
60G35 Probability theory and stochastic processes -- Stochastic processes -- Signal detection and filtering
62P05 Statistics -- Applications -- Applications to actuarial sciences and financial mathematics
Location Call Number Status Date Due
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The book's overall goal is to present concepts, techniques and ideas useful for modeling and analyzing financial markets by probabilistic methods. One half of the book discusses facts and models, the other half explains theory and the following is a short summary of the major themes. (Zentralblatt)

Bibliogr. Index

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