Stochastic finance

Albert N. Shiryaev; Manuel Leote Esquível; Maria do Rosário Grossinho; Paulo E. Oliveira

Stochastic finance

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

DM - Departamento de Matemática

Research output: Book/Report › Book

Abstract

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 language	English
Place of Publication	New York
Publisher	Springer
Number of pages	364
ISBN (Electronic)	978-0387-28359-3, 0-387-28359-5
ISBN (Print)	978-0387-28262-6, 0-387-28262-9
Publication status	Published - 2006
Event	International Conference on Stochastic Finance 2004 - lnstituto Superior de Economia e Gestlo (ISEG) da Universidade Tecnica de Lisboa, Lisboa, Portugal Duration: 26 Sept 2004 → 30 Sept 2004

Keywords

Business mathematics
Congresses
Finance
Stochastic analysis

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Cite this

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title = "Stochastic finance",

abstract = "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{\textquoteright}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.",

keywords = "Business mathematics, Congresses, Finance, Stochastic analysis",

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year = "2006",

language = "English",

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TY - BOOK

T1 - Stochastic finance

A2 - Shiryaev, Albert N.

A2 - Esquível, Manuel Leote

A2 - Grossinho, Maria do Rosário

A2 - Oliveira, Paulo E.

PY - 2006

Y1 - 2006

N2 - 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.

AB - 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.

KW - Business mathematics

KW - Congresses

KW - Finance

KW - Stochastic analysis

M3 - Book

SN - 978-0387-28262-6

SN - 0-387-28262-9

BT - Stochastic finance

PB - Springer

CY - New York

T2 - International Conference on Stochastic Finance 2004

Y2 - 26 September 2004 through 30 September 2004

ER -

Stochastic finance

Abstract

Keywords

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