Introduction to Stochastic Finance is popular PDF and ePub book, written by Jia-An Yan in 2018-10-10, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Introduction to Stochastic Finance can be Read Online from any device for your convenience.
Introduction to Stochastic Finance Book PDF Summary
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.
Detail Book of Introduction to Stochastic Finance PDF
- Author : Jia-An Yan
- Release : 10 October 2018
- Publisher : Springer
- ISBN : 9789811316579
- Genre : Mathematics
- Total Page : 403 pages
- Language : English
- PDF File Size : 17,9 Mb
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