Shiriaev, Albert Nikolaevich

Essentials of stochastic finance: facts, models, theory/ Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin. - Singapore: River Edge, NJ: World Scientific, 1999. - xvi, 834 p.: ill.; 23 cm. - Advanced series on statistical science & applied probability; vol. 3 .

Translated from the unpublished Russian manuscript--Data sheet.

Includes bibliographical references (p. [803]-824) and index.

9810236050

98033170


Investments---Mathematics.
Stochastic processes.
Statistical decision-
Financial engineering.

332.6 / S558e