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From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift by Yuri Kabanov 9783642068034

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9783642068034
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Description

Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.

Book Information
ISBN 9783642068034
Author Yuri Kabanov
Format Paperback
Page Count 633
Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight(grams) 1015g

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