From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift - Hardcover

 
9783540307822: From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift
Hardcover
ISBN 10: 3540307826 ISBN 13: 9783540307822
Publisher: Springer, 2006

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.

"synopsis" may belong to another edition of this title.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2006
Language
English
ISBN 10 
3540307826
ISBN 13 
9783540307822
Binding
Hardcover
Number of pages
670
Editor
Kabanov Yu., Liptser R., Stoyanov J.

Other Popular Editions of the Same Title

9783642068034: From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

Featured Edition

ISBN 10:  3642068030 ISBN 13:  9783642068034
Publisher: Springer, 2010
Softcover