Coverart for item
The Resource Stochastic finance, edited by A.N. Shiryaev [and others]

Stochastic finance, edited by A.N. Shiryaev [and others]

Label
Stochastic finance
Title
Stochastic finance
Statement of responsibility
edited by A.N. Shiryaev [and others]
Contributor
Subject
Genre
Language
eng
Summary
"Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques. The essays in Stochastic Finance describe many of these techniques. This book is intended for experts in mathematics, statistics, mathematical finance, and economics."--Jacket
Is part of
Cataloging source
GW5XE
Dewey number
332/.01/51922
Illustrations
illustrations
Index
no index present
LC call number
HF5691
LC item number
.S68 2006eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Shiri︠a︡ev, A. N.
http://library.link/vocab/subjectName
  • Business mathematics
  • Finance
  • Stochastic analysis
  • Economics
  • BUSINESS & ECONOMICS
  • Finance
  • Stochastic analysis
  • Business mathematics
  • Business mathematics
  • Finance
  • Stochastic analysis
  • Bedrijfsfinanciering
  • Stochastische methoden
Label
Stochastic finance, edited by A.N. Shiryaev [and others]
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Plenary and Invited Lectures -- How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise -- Multipower Variation and Stochastic Volatility -- Completeness of a General Semimartingale Market under Constrained Trading -- Extremal behavior of stochastic volatility models -- Capital Asset Pricing for Markets with Intensity Based Jumps -- Mortgage Valuation and Optimal Refinancing -- Computing efficient hedging strategies in discontinuous market models -- A Downside Risk Analysis based on Financial Index Tracking Models -- Contributed Talks -- Modelling electricity prices by the potential jump-diffusion -- Finite dimensional Markovian realizations for forward price term structure models -- Good Portfolio Strategies under Transaction Costs: A Renewal Theoretic Approach -- Power and Multipower Variation: inference for high frequency data
Control code
209912325
Dimensions
unknown
Extent
1 online resource (xiv, 364 pages)
Form of item
online
Isbn
9780387282626
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/0-387-28359-5.
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-28262-6
Specific material designation
remote
System control number
(OCoLC)209912325
Label
Stochastic finance, edited by A.N. Shiryaev [and others]
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Plenary and Invited Lectures -- How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise -- Multipower Variation and Stochastic Volatility -- Completeness of a General Semimartingale Market under Constrained Trading -- Extremal behavior of stochastic volatility models -- Capital Asset Pricing for Markets with Intensity Based Jumps -- Mortgage Valuation and Optimal Refinancing -- Computing efficient hedging strategies in discontinuous market models -- A Downside Risk Analysis based on Financial Index Tracking Models -- Contributed Talks -- Modelling electricity prices by the potential jump-diffusion -- Finite dimensional Markovian realizations for forward price term structure models -- Good Portfolio Strategies under Transaction Costs: A Renewal Theoretic Approach -- Power and Multipower Variation: inference for high frequency data
Control code
209912325
Dimensions
unknown
Extent
1 online resource (xiv, 364 pages)
Form of item
online
Isbn
9780387282626
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/0-387-28359-5.
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-28262-6
Specific material designation
remote
System control number
(OCoLC)209912325

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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