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论坛 金融投资论坛 六区 金融学(理论版)
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2009-01-16
About this book

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.

Written for:
Researchers and graduate students
Keywords:
  • 60-XX, 93-XX
  • mathematical finance
  • optimal control
  • semimartingales
  • stochastic calculus
  • stochastic equations

From Stochastic Calculus to Mathematical Finance

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[此贴子已经被作者于2009-1-17 11:04:51编辑过]

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2009-1-16 20:38:00

好书,较贵。

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2009-1-16 23:54:00
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