Introduction to Stochastic Finance
Jia-An Yan
Springer Verlag, Singapore, 2018
92,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789811316562
- ISBN-10
- 9811316562
- Publisher
- Springer Verlag, Singapore
- Year
- 2018
- Publication date
- 2018-10-17
- Pages
- 403
- Dimensions
- 156x233x33
- Weight
- 634