Andrew Lyasoff (Boston University)

Stochastic Methods in Asset Pricing

• Gebundenes Buch

Produktbeschreibung

A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications.

Produktdetails

• The MIT Press
• Verlag: MIT Press / The MIT Press
• Seitenzahl: 632
• Erscheinungstermin: 25. August 2017
• Englisch
• Abmessung: 236mm x 156mm x 30mm
• Gewicht: 884g
• ISBN-13: 9780262036559
• ISBN-10: 026203655X
• Artikelnr.: 47969467

Autorenporträt

Andrew Lyasoff is affiliated with the Mathematical Finance Program at Boston University's Questrom School of Business.

Rezensionen

"In this ambitious book, the author guides a dedicated reader from elementary probability to the advanced stochastic analysis of modern mathematical finance, with rewarding excursions into topics seldom seen in introductory texts." - Paul Glasserman, Jack R. Anderson Professor of Business, Columbia University