Name: Introduction to Stochastic Finance-
Brand: Springer Verlag
SKU: 9789811316562
Price: 5255.0 INR
Availability: InStock

Introduction to Stochastic Finance-

by Yan

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ISBN13: 9789811316562
Binding: Paperback
Subject: Mathematics and Statistics
Publisher: Springer Verlag
Publisher Imprint: Springer
Publication Date: September 16, 2018
Pages: 396
Original Price: EUR 69.99
Language: English
Edition: N/A
Item Weight: 634 grams
BISAC Subject(s): Applied

About The Book

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

About The Author

Professor Jia-An Yan is a Professor of Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences. He is a Member of the Chinese Academy of Sciences and he has served as Editor-in-Chief of Acta Mathematicae Applicatae Sinica and members of several editorial boards. His main research area is stochastic analysis and mathematical finance.

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