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Essentials Of Stochastic Finance: Facts, Models, Theory (Hardcover)
Loot Price: R8,122
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Essentials Of Stochastic Finance: Facts, Models, Theory (Hardcover)
Series: Advanced Series on Statistical Science & Applied Probability, 3
Expected to ship within 10 - 15 working days
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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.
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