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book
BookPrinted Material
Author Shiri͡aev, A. N. (Alʹbert Nikolaevich)

Title Essentials of stochastic finance : facts, models, theory / Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin.

Publication Info. Singapore ; River Edge, N.J. : World Scientific, 1999.
2000.

Item Status

Location Call No. Status OPAC Message Public Note Gift Note
 Moore Stacks  HG4515.3 .S54 1999    Available  ---
Description xvi, 834 pages : illustrations ; 23 cm.
Series Advanced series on statistical science & applied probability ; v. 3
Advanced series on statistical science & applied probability ; v. 3.
Note Translated from the unpublished Russian manuscript--Data sheet.
Bibliography Includes bibliographical references (pages 803-824) and index.
Subject Investments -- Mathematics.
Investments -- Mathematics.
Stochastic processes.
Stochastic processes.
Statistical decision.
Statistical decision.
Financial engineering.
Financial engineering.
Investissements -- Mathématiques.
Processus stochastiques.
Prise de décision (Statistique)
Ingénierie financière.
ISBN 9810236050