Discrete-time Asset Pricing Models in Applied Stochastic Finance, 1st Edition
No. 1: Discrete-time Asset Pricing Models
$474.64
- Hardcover
416 pages
- Release Date
16 February 2010
Summary
Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk.
These two volumes aim to provide a foundation course on applied stochastic finance. They are designe…
Book Details
| ISBN-13: | 9781848211582 |
|---|---|
| ISBN-10: | 1848211589 |
| Author: | P.C.G. Vassiliou |
| Publisher: | ISTE Ltd and John Wiley & Sons Inc |
| Imprint: | ISTE Ltd and John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 416 |
| Edition: | 1st |
| Release Date: | 16 February 2010 |
| Weight: | 735g |
| Dimensions: | 241mm x 163mm x 28mm |
| Series: | Iste |
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About The Author
P.C.G. Vassiliou
P.C.G. Vassiliou is Professor at the Mathematics Department of Aristotle University of Thessaloniki, Greece. For the last two years he has been a Visiting Professor at University College London, Department of Statistical Sciences, where the current book was written. He is well known in the area of Stochastic Mathematics and Applied Probability in which he has published more than 50 papers in well known journals.
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