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From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

Paperback

General MathematicsGeneral ScienceProbability & Statistics

ISBN10: 3642068030
ISBN13: 9783642068034
Publisher: Springer Nature
Published: Oct 14 2010
Pages: 633
Weight: 2.04
Height: 1.35 Width: 6.14 Depth: 9.21
Language: English

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.

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