Artículos relacionados a Introduction to Stochastic Finance (Universitext)

Introduction to Stochastic Finance (Universitext) - Tapa blanda

Libro 224 de 261: Universitext

Yan, Jia-An

 
9789811316562: Introduction to Stochastic Finance (Universitext)
Tapa blanda
ISBN 10: 9811316562 ISBN 13: 9789811316562
Editorial: Springer, 2018

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2018
Idioma
Inglés
ISBN 10 
9811316562
ISBN 13 
9789811316562
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
403
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