Introduction to Stochastic Finance

Name: Introduction to Stochastic Finance
Brand: Springer Verlag, Singapore
SKU: 9789811316562
Availability: InStock
Author: Jia An Yan
ISBN: 9789811316562

Autor

Jia An Yan

Editura

Springer Verlag, Singapore

An publicare

2018

Nr. Pagini

403

ISBN

9789811316562

Categorii

Fictiune In Limbi Străine

Descriere

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.