[分享]Essentials of Stochastic Finance - A.N. Shiryaev

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

317706.rar (24.48 MB, 需要: 8 个论坛币) 本附件包括：

• Essentials of Stochastic Finance - Shiryaev.pdf

2009-4-21 16:44:00 上传

[分享]Essentials of Stochastic Finance - A.N. Shiryaev
需要: 8 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Essentials Stochastic Essential Shiryaev Stochast 分享 Finance Stochastic Essentials Shiryaev

Publisher: World Scientific Publishing Company
Number of Pages: 852

ESSENTIALS OF STOCHASTIC FINANCE
Facts, Models, Theory

by Albert N Shiryaev (Steklov Mathematical Institute & Moscow State University)


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.

Contents:

• Facts. Models:
• Main Concepts, Structures, and Instruments. Aims and Problems of Financial Theory and Financial Engineering
• Stochastic Models. Discrete Time
• Stochastic Models. Continuous Time
• Statistical Analysis of Financial Data
• Theory:
• Theory of Arbitrage in Stochastic Financial Models. Discrete Time
• Theory of Pricing in Stochastic Financial Models. Discrete Time
• Theory of Arbitrage in Stochastic Financial Models. Continuous Time
• Theory of Pricing in Stochastic Financial Models. Continuous Time