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From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift [Hardcover]

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Item description for From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift by Yu. Kabanov...

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 bookamenable and attractive for PhD students and young researchers.





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Item Specifications...


Pages   634
Est. Packaging Dimensions:   Length: 9.45" Width: 6.69" Height: 1.57"
Weight:   2.43 lbs.
Binding  Hardcover
Release Date   Mar 14, 2006
Publisher   Springer
ISBN  3540307826  
ISBN13  9783540307822  


Availability  0 units.


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Product Categories

1Books > Special Features > Formats
2Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Calculus
3Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Statistics
4Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
6Books > Subjects > Professional & Technical > Professional Science > Mathematics > Pure Mathematics > Calculus
7Books > Subjects > Science > General
8Books > Subjects > Science > Mathematics > Applied > General
9Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
10Books > Subjects > Science > Mathematics > General
11Books > Subjects > Science > Mathematics > Pure Mathematics > Calculus



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