by Albert N . Shiryaev (Author)
This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It introduces the reader to the main concepts, notions and results of stochastic financial mathematics.
Format: Hardcover
Pages: 834
Publisher: World Scientific Publishing Co Pte Ltd
Published: Apr 1999
ISBN 10: 9810236050
ISBN 13: 9789810236052