World Scientific Publishing Company
Deterministic and Stochastic Topics in Computational Finance
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Springer
Introduction to Stochastic Finance
Product Code:
9789811316562
ISBN13:
9789811316562
Condition:
New
$86.34
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.
| Author: Jia-An Yan |
| Publisher: Springer |
| Publication Date: Oct 17, 2018 |
| Number of Pages: 403 pages |
| Language: English |
| Binding: Paperback |
| ISBN-10: 9811316562 |
| ISBN-13: 9789811316562 |
Introduction to Stochastic Finance
$86.34
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.
| Author: Jia-An Yan |
| Publisher: Springer |
| Publication Date: Oct 17, 2018 |
| Number of Pages: 403 pages |
| Language: English |
| Binding: Paperback |
| ISBN-10: 9811316562 |
| ISBN-13: 9789811316562 |
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