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Introduction to Stochastic Finance (Paperback, 1st ed. 2018) Loot Price: R2,105
Discovery Miles 21 050
Repayment Terms: R197 pm x 12*
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Introduction to Stochastic Finance (Paperback, 1st ed. 2018): Jia-an Yan

Introduction to Stochastic Finance (Paperback, 1st ed. 2018)

Jia-an Yan

Series: Universitext

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Loot Price R2,105 Discovery Miles 21 050 | Repayment Terms: R197 pm x 12*

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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.

General

Imprint: Springer Verlag, Singapore
Country of origin: Singapore
Series: Universitext
Release date: October 2018
First published: 2018
Authors: Jia-an Yan
Dimensions: 235 x 155 x 33mm (L x W x T)
Format: Paperback
Pages: 403
Edition: 1st ed. 2018
ISBN-13: 978-981-13-1656-2
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Money & Finance > General
LSN: 981-13-1656-2
Barcode: 9789811316562

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