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Yuri Kifer
LECTURES ON MATHEMATICAL FINANCE AND RELATED TOPICS [EPUB ebook]

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Capa do Yuri Kifer: LECTURES ON MATHEMATICAL FINANCE AND RELATED TOPICS (ePUB)

Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these ‘related topics’ with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.

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Língua Inglês ● Formato EPUB ● Páginas 344 ● ISBN 9789811209581 ● Tamanho do arquivo 9.8 MB ● Editora World Scientific Publishing Company ● Cidade Singapore ● País SG ● Publicado 2019 ● Carregável 24 meses ● Moeda EUR ● ID 7351594 ● Proteção contra cópia Adobe DRM

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