From Stochastic Calculus To Mathematical Finance: The Shiryaev Festschrift

ISBN 10: 3540307826 / ISBN 13: 9783540307822

Editore: Springer, 2006

This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-85879

Riassunto:

Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.

Dalla quarta di copertina:

Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70^th 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.

Dati bibliografici

Titolo: From Stochastic Calculus To Mathematical ...
Casa editrice: Springer
Data di pubblicazione: 2006
Legatura: Rilegato
Condizione: New