Erschienen: 22.06.2018 Abbildung von Yan | Introduction to Stochastic Finance | 2018 | 2018

Yan

Introduction to Stochastic Finance

2018 2018. Buch. Book. Softcover

Springer-Verlag GmbH. ISBN 9789811316562

Format (B x L): 15.6 x 23.8 cm

Gewicht: 635 g

In englischer Sprache

Das Werk ist Teil der Reihe: Universitext

Produktbeschreibung

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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