by Alexander Melnikov (Author)
The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. This book presents an introduction to the main ideas, methods, and techniques that transform risk management into a quantitative science.
Format: Hardcover
Pages: 328
Edition: 2
Publisher: Chapman and Hall/CRC
Published: 20 May 2011
ISBN 10: 1420070525
ISBN 13: 9781420070521