Stochastic finance

Albert N. Shiryaev (Editor/Coordinator), Manuel Leote Esquível (Editor/Coordinator), Maria do Rosário Grossinho (Editor/Coordinator), Paulo E. Oliveira (Editor/Coordinator)

Research output: Book/ReportBook


Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions. Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques.
Original languageEnglish
Place of PublicationNew York
Number of pages364
ISBN (Electronic)978-0387-28359-3, 0-387-28359-5
ISBN (Print)978-0387-28262-6, 0-387-28262-9
Publication statusPublished - 2006
EventInternational Conference on Stochastic Finance 2004 - lnstituto Superior de Economia e Gestlo (ISEG) da Universidade Tecnica de Lisboa, Lisboa, Portugal
Duration: 26 Sept 200430 Sept 2004


  • Business mathematics
  • Congresses
  • Finance
  • Stochastic analysis


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