Ebook > Social Sciences > Economy > Yuri Kifer: LECTURES ON MATHEMATICAL FINANCE AND RELATED TOPICS (ePUB)

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

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Cover of 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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Language English ● Format EPUB ● Pages 344 ● ISBN 9789811209581 ● File size 9.8 MB ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2019 ● Downloadable 24 months ● Currency EUR ● ID 7351594 ● Copy protection Adobe DRM

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