书目名称 | Mathematical Finance | 编辑 | Ernst Eberlein,Jan Kallsen | 视频video | http://file.papertrans.cn/627/626089/626089.mp4 | 概述 | Provides a gentle introduction to the calculus and control for stochastic processes with jumps.Covers Lévy and affine processes as well as their applications in financial modelling.Compares and explai | 丛书名称 | Springer Finance | 图书封面 |  | 描述 | .Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field..Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance.. .Graduate students, researchers as well as practitioners will benefit from this monograph. . | 出版日期 | Book 2019 | 关键词 | 91G20, 91G80, 60G51, 60G44; 60H05, 60J75, 60H10, 91G10, 91G30, 93E20; mathematical finance; financial m | 版次 | 1 | doi | https://doi.org/10.1007/978-3-030-26106-1 | isbn_softcover | 978-3-030-26108-5 | isbn_ebook | 978-3-030-26106-1Series ISSN 1616-0533 Series E-ISSN 2195-0687 | issn_series | 1616-0533 | copyright | Springer Nature Switzerland AG 2019 |
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