Essentials Of Stochastic Finance: Facts, Models, Theory

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.\n\nIt 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.Essentials Of Stochastic Finance: Facts, Models, Theory is written by Shiryaev Albert N and published by World Scientific. ISBNs for Essentials Of Stochastic Finance: Facts, Models, Theory are 9789812385192, 9812385193 and the print ISBNs are 9789810236052, 9810236050.