Essentials of stochastic finance: facts, models, theory
Material type:
TextPublication details: New Jersey World Scientific Publishing Company Pvt. Ltd. 2022 Description: xvi, 834 pISBN: 9780000991010Subject(s): Statistical decision | Stochastic processes | Financial engineeringDDC classification: 332.60151923 Summary: 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.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Book
|
Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.60151923 SHI (Browse shelf(Opens below)) | 1 | Available | 004279 |
Browsing Indian Institute of Management LRC shelves, Shelving location: General Stacks, Collection: Finance & Accounting Close shelf browser (Hides shelf browser)
|
|
|
|
|
|
|
||
| 332.60151 CAP Mathematics for finance: an introduction to financial engineering | 332.6015118 MAK Trading tactics in the financial market: mathematical methods to improve performance | 332.6015118 POG Investment valuation and appraisal: | 332.60151923 SHI Essentials of stochastic finance: | 332.6019 ACK Behavioral finance: psychology, decision-making, and markets | 332.6019 CHA Behavioral finance | 332.6019 CHA Alternative investments: CAIA level I |
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.
There are no comments on this title.