Introduction to Stochastic Finance
By:Jia-An Yan
Published on 2018-10-10 by Springer
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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Book ID of Introduction to Stochastic Finance's Books is yk1yDwAAQBAJ, Book which was written byJia-An Yanhave ETAG "AvrbF3Jrsv8"
Book which was published by Springer since 2018-10-10 have ISBNs, ISBN 13 Code is 9789811316579 and ISBN 10 Code is 9811316570
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