Name: Introduction to Stochastic Finance (Universitext)
Price: 1657.00 TWD
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Author: Jia-An Yan
ISBN: 9789811316562

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portada Introduction to Stochastic Finance (Universitext)

Introduction to Stochastic Finance (Universitext)

Type

Physical Book

Publisher

Springer

Author

Jia-An Yan

Year

2018

Language

English

Pages

420

Format

Paperback

ISBN13

9789811316562

Edition No.

Synopsis "Introduction to Stochastic Finance (Universitext) "

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.

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Introduction to Stochastic Finance (Universitext) - Jia-An Yan

Synopsis "Introduction to Stochastic Finance (Universitext) "

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