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Introduction to Stochastic Finance-
About the Book Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Mark...
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About the Book
About the Book Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Markets in Discrete Time.- Martingale Theory and It o Stochastic Analysis.- The Black-Scholes Model and Its Modifications.- Pricing and Hedging of Exotic Options.- It o Process and Diffusion Models.- Term Structure Models For Interest Rates.- Optimal Investment-Consumption Strategies in Diffusion Models.- Static Risk Measures.- Stochastic Calculus and Semimartingale Model.- Optimal Investment in Incomplete Markets.- Martingale Method for Utility Maximization.- Optimal Growth Portfoliosand Option Pricing
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Edition
1st
Language
English
Publisher
Springer Verlag
Binding
Paperback
ISBN-13
9789811316562
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Product Details
ISBN-139789811316562
PublisherSpringer Verlag
BindingPaperback
LanguageEnglish
AuthorYan
Edition1st
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