Autor:	Yuri Kifer
Předmět:	Business mathematics
Kategorie:	BUSINESS & ECONOMICS / Finance / Financial Engineering, MATHEMATICS / Probability & Statistics / Stochastic Processes, BUSINESS & ECONOMICS / Investments & Securities / Derivatives
Popis:	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.
Databáze:	eBook Index
Externí odkaz:	Zobrazit plný text záznamu