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Introduction to Stochastic Finance - Universitext 2018 edition
Jia-An Yan
Introduction to Stochastic Finance - Universitext 2018 edition
Jia-An Yan
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.
403 pages, 6 Illustrations, black and white; XIV, 403 p. 6 illus.
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 17 de outubro de 2018 |
ISBN13 | 9789811316562 |
Editoras | Springer Verlag, Singapore |
Páginas | 403 |
Dimensões | 233 × 156 × 33 mm · 634 g |
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