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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.Éditeur : Singapore : World Scientific, 1999Description : 1 vol. (XVI-834 p.) : fig., couv. ill. ; 23 cmISBN : 9810236050.ISSN : 1793-091X.Bibliographie : Bibliogr. p. 803-824. Index.Sujet MSC : 91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
91-02, Game theory, economics, social and behavioral sciences, Research exposition (monographs, survey articles)
60G35, Probability theory and stochastic processes -- Stochastic processes, Signal detection and filtering
62-02, Statistics, Research exposition (monographs, survey articles)
62P05, Statistics -- Applications, Applications to actuarial sciences and financial mathematics
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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. p. 803-824. Index

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