DOWNLOAD ~ Introduction to Stochastic Finance # by Jia-An Yan ~ eBook PDF Kindle ePub Free

eBook details

Title: Introduction to Stochastic Finance
Author : Jia-An Yan
Release Date : January 10, 2018
Genre: Mathematics,Books,Science & Nature,Business & Personal Finance,Economics,
Pages : * pages
Size : 14277 KB

Description

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 risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.