bokomslag Lectures On Mathematical Finance And Related Topics
Vetenskap & teknik

Lectures On Mathematical Finance And Related Topics

Yuri Kifer

Inbunden

2319:-

Funktionen begränsas av dina webbläsarinställningar (t.ex. privat läge).

Uppskattad leveranstid 3-7 arbetsdagar

Fri frakt för medlemmar vid köp för minst 249:-

  • 344 sidor
  • 2020
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.
  • Författare: Yuri Kifer
  • Format: Inbunden
  • ISBN: 9789811209567
  • Språk: Engelska
  • Antal sidor: 344
  • Utgivningsdatum: 2020-01-03
  • Förlag: World Scientific Publishing Co Pte Ltd