From stochastic calculus to mathematical finance : the Shiryaev Festschrift
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher an...
שמור ב:
| Auteurs principaux: | , , |
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| מחבר תאגידי: | |
| פורמט: | Livre numérique |
| שפה: | Anglais |
| יצא לאור: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Springer e-books
[20..].
Cham : Springer Nature |
| נושאים: | |
| גישה מקוונת: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| הערה: |
Description d'après consultation du 28 mars 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Mélanges :, Shiryaev |
| Edition sous un autre format: | • From stochastic calculus to mathematical finance, the Shiryaev Festschrift, Yu. Kabanov, R. Lipster, J. Stoyanov, 2006, Berlin, Springer, 1 vol. (XXXVII-633 p.), 3-540-30782-6 |
| סיכום: | Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev s works is included. The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers |
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| תאור פריט: | Description d'après consultation du 28 mars 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ביבליוגרפיה: | Notes bibliogr. |
| ISBN: | 9783540307884 |
| גישה: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |