Essentials Of Stochastic Finance: Facts, Models, Theory

Essentials Of Stochastic Finance: Facts, Models, Theory

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Description

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.
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Product details

  • Hardback | 852 pages
  • 159.51 x 228.6 x 40.89mm | 1,347.17g
  • Singapore, Singapore
  • English
  • 9810236050
  • 9789810236052
  • 1,471,441

Table of contents

Part 1 Facts. Part 2 Models: main concepts, structures and instruments; aims and problems of financial theory and financial engineering; stochastic models - discrete time; stochastic models - continuous time; statistical analysis of financial data. Part 3 Theory: theory of arbitrage in stochastic financial models - discrete time; theory of pricing in stochastic financial models - discrete time; theory of arbitrage in stochastic financial models - continuous time; theory of pricing in stochastic financial models - continuous time.
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Review quote

..". as an encyclopedia of results and methods for financial analysis it is very impressive and certainly very useful as well."
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