Introduction to stochastic finance
Auteur :
Yan, Jia-An
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811316562
Date de publication :
17 oct. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.