Stochastic Finance

Editors: Shiryaev, A.N., Grossinho, M.d.R., Oliveira, P.E., Esquível, M.L. (Eds.)

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eBook $129.00
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  • ISBN 978-0-387-28359-3
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Hardcover $169.00
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  • ISBN 978-0-387-28262-6
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  • ISBN 978-1-4419-3932-6
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About this book

Ever since Black, Scholes, and Merton did their pioneering work in the field of financial mathematics, continuing research has led to the rapid development of a substantial body of knowledge, with numerous 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. The essays in Stochastic Finance describe many of these techniques.

Audience

This book is intended for experts in mathematics, statistics, mathematical finances, and economics.

Table of contents (6 chapters)

  • Mortgage Valuation and Optimal Refinancing

    Stanley R. Pliska

    Pages

  • Capital Asset Pricing for Markets with Intensity Based Jumps

    Eckhard Platen

    Pages 157-182

  • A Downside Risk Analysis based on Financial Index Tracking Models

    Lian Yu, Shuzhong Zhang, Xun Yu Zhou

    Pages 213-236

  • Finite dimensional Markovian realizations for forward price term structure models

    Raquel M. Gaspar

    Pages 265-320

  • Good Portfolio Strategies under Transaction Costs: A Renewal Theoretic Approach

    Albrecht Irle, Jörn Sass

    Pages 321-341

Buy this book

eBook $129.00
price for USA (gross)
  • ISBN 978-0-387-28359-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-0-387-28262-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.00
price for USA
  • ISBN 978-1-4419-3932-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Finance
Editors
  • Albert N. Shiryaev
  • Maria do Rosário Grossinho
  • Paulo E. Oliveira
  • Manuel Leote Esquível
Copyright
2006
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-28359-3
DOI
10.1007/0-387-28359-5
Hardcover ISBN
978-0-387-28262-6
Softcover ISBN
978-1-4419-3932-6
Edition Number
1
Number of Pages
XIV, 364
Topics