Shiryaev, Albert Nikolaevich.

Essentials of stochastic finance : facts, models, theory / Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin. - Singapore : 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Translated from the unpublished Russian manuscript--Data sheet.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 RM454.26

98-033170


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