Articles liés à Lectures on Mathematical Finance and Related Topics

Lectures on Mathematical Finance and Related Topics - Couverture rigide

Kifer, Yuri

 
9789811209567: Lectures on Mathematical Finance and Related Topics
Couverture rigide
ISBN 10 : 9811209561 ISBN 13 : 9789811209567
Editeur : World Scientific Publishing Co Pte Ltd, 2020

Synopsis

Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these ""related topics"" with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2020
Langue
anglais
ISBN 10 
9811209561
ISBN 13 
9789811209567
Reliure
Relié
Nombre de pages
344
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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