Introduction to Stochastic Finance

Introduction to Stochastic Finance

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 ri...

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Bibliographic Details
Main Author: Yan, Jia-An (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Singapore : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:Universitext,
Subjects:
Economics, Mathematical .
Statistics .
Quantitative Finance.
Statistics for Business, Management, Economics, Finance, Insurance.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

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Call Number: 330.01 BAU
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