From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift - Couverture souple

 
9783642068034: From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift
Couverture souple
ISBN 10 : 3642068030 ISBN 13 : 9783642068034
Editeur : Springer, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2010
Langue
anglais
ISBN 10 
3642068030
ISBN 13 
9783642068034
Reliure
Broché
Nombre de pages
672
Éditeur
Kabanov Yu., Liptser R., Stoyanov J.
Coordonnées du fabricant
ProductSafety@springernature.com
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Poststr. 9
Darmstadt
64293
Allemagne

Autres éditions populaires du même titre

9783540307822: From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

Edition présentée

ISBN 10 :  3540307826 ISBN 13 :  9783540307822
Editeur : Springer-Verlag Berlin and Heide..., 2006
Couverture rigide