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＜図書＞
From stochastic calculus to mathematical finance : the Shiryaev festschrift
| 責任表示 | Yu. Kabanov, R. Lipster, J. Stoyanov |
|---|---|
| データ種別 | 図書 |
| 出版情報 | Berlin : Springer , c2006 |
| 本文言語 | 英語 |
| 大きさ | xxxvii, 633 p. : ill. ports. ; 25 cm |
| 概要 | 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 student..., 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 'bio-bibliography' 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. Book jacket.続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6977738 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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理系図3F 数理独自 | P 006/FROM/1 | 2006 |
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023212006000144 |
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書誌詳細
| 一般注記 | Includes bibliographical references |
|---|---|
| 著者標目 | *Kabanov, Yu M. Lipster, R. Stoyanov, Jordan M. |
| 件 名 | LCSH:Stochastic analysis -- Congresses
全ての件名で検索
LCSH:Business mathematics -- Congresses 全ての件名で検索 |
| 分 類 | LCC:QA274.2 |
| 書誌ID | 1001228370 |
| ISBN | 3540307826 |
| NCID | BA76111104 |
| 巻冊次 | ISBN:3540307826 ; XISBN:9783540307822 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |