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...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
1999
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| Schriftenreihe: | Advanced series on statistical science & applied probability
3 |
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | xvi, 834 Seiten ill |
| ISBN: | 9789812385192 |
Internformat
MARC
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| 245 | 1 | 0 | |a Essentials of stochastic finance |b facts, models, theory |c Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin |
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| 490 | 1 | |a Advanced series on statistical science & applied probability |v 3 | |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Širjaev, Alʹbert N. 1934- |
| author2 | Kruzhilin, N. |
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| author_GND | (DE-588)12203502X |
| author_facet | Širjaev, Alʹbert N. 1934- Kruzhilin, N. |
| author_role | aut |
| author_sort | Širjaev, Alʹbert N. 1934- |
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| bvnumber | BV044633871 |
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| ctrlnum | (ZDB-124-WOP)00003106 (OCoLC)1222756026 (DE-599)BVBBV044633871 |
| dewey-full | 332.60151923 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.60151923 |
| dewey-search | 332.60151923 |
| dewey-sort | 3332.60151923 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044633871 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:43Z |
| institution | BVB |
| isbn | 9789812385192 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030031843 |
| oclc_num | 1222756026 |
| open_access_boolean | |
| owner | DE-92 DE-83 |
| owner_facet | DE-92 DE-83 |
| physical | xvi, 834 Seiten ill |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| series | Advanced series on statistical science & applied probability |
| series2 | Advanced series on statistical science & applied probability |
| spelling | Širjaev, Alʹbert N. 1934- (DE-588)12203502X aut Essentials of stochastic finance facts, models, theory Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin Singapore World Scientific Pub. Co. 1999 xvi, 834 Seiten ill txt rdacontent c rdamedia cr rdacarrier Advanced series on statistical science & applied probability 3 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 Investments / Mathematics Stochastic processes Statistical decision Financial engineering Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 s Finanzwirtschaft (DE-588)4017214-4 s 1\p DE-604 Finanzmathematik (DE-588)4017195-4 s Stochastischer Prozess (DE-588)4057630-9 s 2\p DE-604 Kruzhilin, N. trl Erscheint auch als Druck-Ausgabe 9789810236052 Erscheint auch als Druck-Ausgabe 9810236050 Advanced series on statistical science & applied probability 3 (DE-604)BV047033795 3 http://www.worldscientific.com/worldscibooks/10.1142/3907#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Širjaev, Alʹbert N. 1934- Essentials of stochastic finance facts, models, theory Advanced series on statistical science & applied probability Investments / Mathematics Stochastic processes Statistical decision Financial engineering Stochastischer Prozess (DE-588)4057630-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Finanzwirtschaft (DE-588)4017214-4 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4057633-4 (DE-588)4017195-4 (DE-588)4017214-4 |
| title | Essentials of stochastic finance facts, models, theory |
| title_auth | Essentials of stochastic finance facts, models, theory |
| title_exact_search | Essentials of stochastic finance facts, models, theory |
| title_full | Essentials of stochastic finance facts, models, theory Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin |
| title_fullStr | Essentials of stochastic finance facts, models, theory Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin |
| title_full_unstemmed | Essentials of stochastic finance facts, models, theory Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin |
| title_short | Essentials of stochastic finance |
| title_sort | essentials of stochastic finance facts models theory |
| title_sub | facts, models, theory |
| topic | Investments / Mathematics Stochastic processes Statistical decision Financial engineering Stochastischer Prozess (DE-588)4057630-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Finanzwirtschaft (DE-588)4017214-4 gnd |
| topic_facet | Investments / Mathematics Stochastic processes Statistical decision Financial engineering Stochastischer Prozess Stochastisches Modell Finanzmathematik Finanzwirtschaft |
| url | http://www.worldscientific.com/worldscibooks/10.1142/3907#t=toc |
| volume_link | (DE-604)BV047033795 |
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