Essentials of stochastic finance: facts, models, theory
Auteur :
Shiryaev, Albert N
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789810236052
Date de publication :
18 janv. 1999
Langue :
Anglais
Pays d'origine :
Singapour
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.