Essentials of Stochastic Finance: Facts, Models, Theory
Author: Albert N. Shiriaev, Albert N. Shiryaev, Al'bert Nikolaevich Shiriaev
List Price: $113.00
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ISBN: 9810236050
Publisher: World Scientific Pub Co (15 April, 1999)
Sales Rank: 181,990
Average Customer Rating: 5 out of 5
Customer Reviews
Rating: 5 out of 5
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The Essentials of Stochastic Finance: Facts, Models, Theory by Albert N. Shiriaev, et al offers a clear treatment of both theoretical and emperical Finance. Shiryaev presents not only the essentials of probability as it is applied to finance,but he also covers recent develpoments in Mathematical Finance. It is very well written and it can be covered in one year (depending on the audience). Each topic moves from the specific to the general, beginning with one or more examples to lead into the theoretical results. This is the most comprehensive book out there. It covers Mathematical Finance, Martingale, Markov Thoery... to Econometric ARCH GARCH FGARCH ...to theory of Finance CAPM APT... PART II of the book requires a good knowledge of Stochastic Calculus at Karatzas and Shreve level...
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