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£38.57

Springer Introduction to Stochastic Finance (Universitext)

Name: Introduction to Stochastic Finance (Universitext)
Brand: Springer
Price: 38.57 GBP
Availability: InStock

Applied Mathematics

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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

Brand: Springer
Format: paperback
ASIN: 9811316562
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 17 October 2018
Listed Since: 15 June 2018

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Springer Introduction to Stochastic Finance (Universitext)

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