Introduction to Stochastic Finance

Author : Jia-An Yan

Paperback

Published : Wednesday 17 October 2018

ISBN : 9789811316562

Price : €36.26

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.

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