| 书目名称 | Introduction to Stochastic Finance | | 编辑 | Jia-An Yan | | 视频video | | | 概述 | Gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods.Includes general theory of static risk measures, basic concepts and | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Textbook 2018 | | 关键词 | portfolio selection; pricing; hedging; Black-Scholes model; diffusion process model; option; interest rate | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-13-1657-9 | | isbn_softcover | 978-981-13-1656-2 | | isbn_ebook | 978-981-13-1657-9Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer Nature Singapore Pte Ltd. and Science Press 2018 |
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发表于 2025-3-21 17:37:46
