Editors:
Highlights recent developments in stochastic methods and their applications to finance
Essential contribution to the literature in financial mathematics and financial engineering
Includes supplementary material: sn.pub/extras
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Table of contents (12 papers)
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Front Matter
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Plenary and Invited Lectures
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Front Matter
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Contributed Talks
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Front Matter
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About this book
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions.
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques.
Editors and Affiliations
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Steklov Mathematical Institute, Moscow, Russia
A. N. Shiryaev
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ISEG, Universidade Técnica de Lisboa, Portugal
M. R. Grossinho
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Universidade de Coimbra, Portugal
P. E. Oliveira
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FCT, Universidade Nova de Lisboa, Monte de Caparica, Portugal
M. L. Esquível
Bibliographic Information
Book Title: Stochastic Finance
Editors: A. N. Shiryaev, M. R. Grossinho, P. E. Oliveira, M. L. Esquível
DOI: https://doi.org/10.1007/0-387-28359-5
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag US 2006
Hardcover ISBN: 978-0-387-28262-6Published: 24 October 2005
Softcover ISBN: 978-1-4419-3932-6Published: 29 October 2010
eBook ISBN: 978-0-387-28359-3Published: 03 June 2006
Edition Number: 1
Number of Pages: XIV, 364