From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift 2nd Edition
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From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift 2nd Edition

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Full Title

From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift 2nd Edition
Author(s)

Krishna G. Palepu, Paul M. Healy, Victor L. Bernard
Edition

2nd Edition
ISBN

9783540307884, 9783540307822
Publisher

Springer
Format

PDF and EPUB

Description

Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.

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