From Stochastic Calculus to Mathematical Finance

Yu. Kabanov, R. Liptser, J. Stoyanov, 2010
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"From Stochastic Calculus to Mathematical Finance" is a festschrift dedicated to the renowned Russian mathematician Albert Shiryaev on the occasion of his 70th birthday. This collection of scholarly articles, written by former students, co-authors, and colleagues of Shiryaev, reflects the diverse scientific interests of the teacher and his Moscow school. The topics covered range from stochastic processes to mathematical economics and financial applications. The contributions are of interest to both experienced researchers and doctoral candidates, as they represent the current state of theory in a rapidly evolving field. The comprehensive bibliographic biography of Shiryaev's works completes the volume and provides valuable insight into his life's work.

Key specifications

topic
Mathematics & Natural Sciences
Author
J. Stoyanov, R. Liptser, Yu. Kabanov
Number of pages
633
Book cover
Paperback
Year
2010
Item number
55376923

General information

Publisher
Springer
Category
Reference books
Release date
4.3.2025

Book properties

topic
Mathematics & Natural Sciences
Author
J. Stoyanov, R. Liptser, Yu. Kabanov
Year
2010
Number of pages
633
Book cover
Paperback
Year
2010

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