Introduction to Stochastic Finance - E-book

eBook

Introduction To Stochastic Finance - ENG

Jia-An Yan

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Sinopsis

ISBN:	9789811316579
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Aplicada
Año de publicación:	2018-10-10

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,Â and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Itos theory of stochastic analysis, as preliminary knowledge, are presented.

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