by Mohamed Abdelghani (Author), Alexander Melnikov (Author)
This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties.
Author Biography
Mohamed Abdelghani completed his PhD in Mathematical Finance from the University of Alberta. He is currently working as a V.P. in quantitative finance and machine learning at Morgan Stanley, New York, USA.
Alexander Melnikov is a Professor in Mathematical Finance at the University of Alberta, Edmonton, Canada. His research interests belong to the area of contemporary stochastic analysis and its numerous applications in Mathematical Finance, Statistics and Actuarial Science. He has written six books as well as over one hundred research papers in leading academic journals.
Number of Pages: 392
Dimensions: 0.81 x 9.25 x 7.5 IN
Publication Date: April 29, 2022
