عنوان
پدید آورنده
موضوع
رده
HF5691
HF5691
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9789811316579
(Number (ISBN
9789811316586
(Number (ISBN
9811316570
(Number (ISBN
9811316589
Erroneous ISBN
9789811316562
Erroneous ISBN
9811316562
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Introduction to stochastic finance /
General Material Designation
[Book]
First Statement of Responsibility
by Jia-An Yan.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Singapore :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
2018.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xiv, 403 pages) :
Other Physical Details
illustrations.
SERIES
Series Title
Universitext,
ISSN of Series
0172-5939
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Foundation of Probability Theory and Discrete-time Martingales -- Portfolio Selection Theory in Discrete Time -- Financial Markets in Discrete Time -- Martingale Theory and Itˆo Stochastic Analysis -- The Black-Scholes Model and Its Modifications -- Pricing and Hedging of Exotic Options -- Itˆo 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 Portfolios and Option Pricing.
0
SUMMARY OR ABSTRACT
Text of Note
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.--
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer Nature
Stock Number
com.springer.onix.9789811316579
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
9789811316562
International Standard Book Number
9789811316586
TOPICAL NAME USED AS SUBJECT
Business mathematics.
Stochastic processes.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Business & Economics-- Statistics.
Business mathematics.
Finance & accounting.
Mathematics-- Applied.
Probability & statistics.
Stochastic processes.
(SUBJECT CATEGORY (Provisional
KF
KF
MAT003000
DEWEY DECIMAL CLASSIFICATION
Number
650
.
01/51
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HF5691
PERSONAL NAME - PRIMARY RESPONSIBILITY
Yan, J., (Jia-An)
ORIGINATING SOURCE
Date of Transaction
20200823225117.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
