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About this product
Product Identifiers
PublisherWorld Industries Scientific Publishing Co Pte LTD
ISBN-109811209561
ISBN-139789811209567
eBay Product ID (ePID)24038673463
Product Key Features
Book TitleLectures on Mathematical Finance and Related Topics
Publication Year2020
TopicInvestments & Securities / Derivatives, Finance / Financial Engineering, Probability & Statistics / Stochastic Processes, Commerce
Number of Pages344 Pages
LanguageEnglish
GenreMathematics, Business & Economics
AuthorYuri Kifer
FormatHardcover
Dimensions
Item Weight0 Oz
Additional Product Features
Intended AudienceTrade
LCCN2019-052122
SynopsisRigorous 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.
LC Classification NumberHF5691.K495 2020
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