Hardcover
A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications.
Stochastic Methods in Asset Pricing
$236.46
- Hardcover
632 pages
- Release Date
24 August 2017
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Summary
A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications.This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prereq…
Book Details
| ISBN-13: | 9780262036559 |
|---|---|
| ISBN-10: | 026203655X |
| Series: | The MIT Press |
| Author: | Andrew Lyasoff |
| Publisher: | MIT Press Ltd |
| Imprint: | MIT Press |
| Format: | Hardcover |
| Number of Pages: | 632 |
| Release Date: | 24 August 2017 |
| Weight: | 1.32kg |
| Dimensions: | 229mm x 152mm x 29mm |
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About The Author
Andrew Lyasoff
Andrew Lyasoff is affiliated with the Mathematical Finance Program at Boston University’s Questrom School of Business.
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