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Introduction to Stochastic Finance-

Introduction to Stochastic Finance-

by Yan
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Rs. 6,509.00
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Rs. 4,557.00
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Rs. 4,557.00

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Book cover type: Paperback
  • ISBN13: 9789811316562
  • Binding: Paperback
  • Subject: Mathematics and Statistics
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 396
  • Original Price: EUR 69.99
  • Language: English
  • Edition: N/A
  • Item Weight: 634 grams

About the Book Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Markets in Discrete Time.- Martingale Theory and It o Stochastic Analysis.- The Black-Scholes Model and Its Modifications.- Pricing and Hedging of Exotic Options.- It o Process and Diffusion Models.- Term Structure Models For Interest Rates.- Optimal Investment-Consumption Strategies in Diffusion Models.- Static Risk Measures.- Stochastic Calculus and Semimartingale Model.- Optimal Investment in Incomplete Markets.- Martingale Method for Utility Maximization.- Optimal Growth Portfoliosand Option Pricing