£38.57

Springer Introduction to Stochastic Finance (Universitext)

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£53.35 £19.87 £27.17 £34.48 £41.78 £49.09 £56.39 09 June 2024 15 November 2024 24 April 2025 01 October 2025 10 March 2026

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Description

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.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
17 October 2018
Listed Since
15 June 2018

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