Stochastic Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Shiryaev, A. N. (Editor), Grossinho, M. R. (Editor), Oliveira, P. E. (Editor), Esquível, M. L. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2006.
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Ever since Black, Scholes, and Merton did their pioneering work in the field of financial mathematics, continuing research has led to the rapid development of a substantial body of knowledge, with numerous applications to the common functioning of the world’s financial institutions. Mathematics, as...