Our Cyber Weeks Sale has begun: Stock up on $7 Computer Science eBooks today!

From Stochastic Calculus to Mathematical Finance

The Shiryaev Festschrift

Editors: Kabanov, Yu., Liptser, R., Stoyanov, J. (Eds.)

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-3-540-30788-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.00
price for USA in USD
  • ISBN 978-3-540-30782-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $119.00
price for USA in USD
  • ISBN 978-3-642-06803-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included.

The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.

Table of contents (31 chapters)

  • On Numerical Approximation of Stochastic Burgers' Equation

    Alabert, Aureli (et al.)

    Pages 1-15

  • Optimal Time to Invest under Tax Exemptions

    Arkin, Vadim I. (et al.)

    Pages 17-32

  • A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

    Barndorff–Nielsen, Ole E. (et al.)

    Pages 33-68

  • Interplay between Distributional and Temporal Dependence. An Empirical Study with High-frequency Asset Returns

    Bingham, Nick H. (et al.)

    Pages 69-90

  • Asymptotic Methods for Stability Analysis of Markov Dynamical Systems with Fast Variables

    Carkovs, Jevgenijs (et al.)

    Pages 91-108

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-3-540-30788-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.00
price for USA in USD
  • ISBN 978-3-540-30782-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $119.00
price for USA in USD
  • ISBN 978-3-642-06803-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
From Stochastic Calculus to Mathematical Finance
Book Subtitle
The Shiryaev Festschrift
Editors
  • Yu. Kabanov
  • R. Liptser
  • J. Stoyanov
Copyright
2006
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-30788-4
DOI
10.1007/978-3-540-30788-4
Hardcover ISBN
978-3-540-30782-2
Softcover ISBN
978-3-642-06803-4
Edition Number
1
Number of Pages
XXXVII, 633
Topics