Introduction to Stochastic Finance - Couverture souple

Livre 224 sur 261: Universitext

Yan, Jia-An

 
9789811316562: Introduction to Stochastic Finance
Couverture souple
ISBN 10 : 9811316562 ISBN 13 : 9789811316562
Editeur : Springer, 2018

Synopsis

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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À propos de l?auteur

Professor Jia-An Yan is a Professor of Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences. He is a Member of the Chinese Academy of Sciences and he has served as Editor-in-Chief of Acta Mathematicae Applicatae Sinica and members of several editorial boards. His main research area is stochastic analysis and mathematical finance.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2018
Langue
anglais
ISBN 10 
9811316562
ISBN 13 
9789811316562
Reliure
Broché
Nombre de pages
420
Coordonnées du fabricant
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