Essentials of stochastic finance : facts, models, theory / Albert N. Shiryaev ; Trad. by N. Kruzhilin

Auteur principal : Chiriaev, Albert Nikolaevich, 1934-, AuteurAuteur secondaire : Kruzhilin, Nikolai Georgievich, TraducteurType de document : MonographieCollection : Advanced series on statistical science applied probability, 3Langue : anglais.Pays: Singapour.Mention d'édition: reprintedÉditeur : Singapore : World Scientific, 2003Description : 1 vol. (XVI-834 p.) : fig., couv. ill. ; 23 cmISBN: 9810236050.ISSN: 1793-091X.Bibliographie : Bibliogr. Index.Sujet MSC : 91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
91-02, Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
62-02, Research exposition (monographs, survey articles) pertaining to statistics
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
62P05, Applications of statistics to actuarial sciences and financial mathematics
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Item type Current library Call number Status Date due Barcode
Monographie Monographie CMI
Salle 2 		91 SHI (Browse shelf(Opens below)) Available 03919-01

The book's overall goal is to present concepts, techniques and ideas useful for modeling and analyzing financial markets by probabilistic methods. One half of the book discusses facts and models, the other half explains theory and the following is a short summary of the major themes. (Zentralblatt)

Bibliogr. Index

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