Verwandte Artikel zu LECTURES ON MATHEMATICAL FINANCE AND RELATED TOPICS

LECTURES ON MATHEMATICAL FINANCE AND RELATED TOPICS - Hardcover

Kifer Yuri

 
9789811209567: LECTURES ON MATHEMATICAL FINANCE AND RELATED TOPICS
Hardcover
ISBN 10: 9811209561 ISBN 13: 9789811209567
Verlag: World Scientific, 2019

Inhaltsangabe

Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these "related topics" with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.

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Verlag
World Scientific
Erscheinungsdatum
2019
Sprache
Englisch
ISBN 10 
9811209561
ISBN 13 
9789811209567
Einband
Gebundene Ausgabe
Anzahl der Seiten
346
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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Osnabrück
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Deutschland