Essentials of stochastic finance, by Albert N. Shiryaev
Essentials of stochastic finance, by Albert N. Shiryaev
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DOI：
10.1155/s1048953300000113
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发表时间：
2000
期刊：
影响因子：
--
通讯作者：
J. Stoyanov
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文献类型：
--
作者：
J. Stoyanov
关于随机性在金融业务中的应用，过去和现在都有一个很大的“公众噪音”。核心在于两个看似完全不同的领域之间的深刻联系随机微积分和金融股票市场。随机微积分（SC）是当代数学的一个发展成熟的分支，需要先进的思想和技术。谁能预测，比如说30-40年前，SC会成为分析世界股票市场中发生的复杂现象的“正确”方法？供应链不仅成为一个强有力的理论，而且也成为金融界最高决策层在实践中使用的一个强有力的工具。世界各地的许多大学现在都有数学和金融的联合研究生课程。该领域吸引了一流的概率学家和统计学家，以及金融从业者，其中许多人对金融的基础理论和实际实践都做出了巨大贡献。《随机金融学精要》一书的作者是如此的知名，以至于他不需要
There was and still is a big "public noise" about applications of stochastics to financial business. At the core lies a deep interconnection between two seemingly quite different areas Stochastic Calculus and Financial Stock Markets. Stochastic Calculus (SC) is a well-developed and well-established branch of contemporary mathematics requiring advanced ideas and techniques. Who could have predicted, say 30-40 years ago, that SC would become the "right" approach to analyzing complicated phenomena occurring in the world stock markets? Not only has SC become a powerful theory but it has also become a powerful tool used in practice at the highest levels of decision-making in the financial world. Many universities throughout the world now have joint graduate programs in mathematics and finance. The field has attracted first-rate probabilists and statisticians, as well as practitioners in finance, and many of these have made great contributions to both the fundamental theory and the actual practice of finance. The author of "Essentials of Stochastic Finance" is so well-known that he needs no