Introduction to Stochastic Finance by Yan, Jia-An

Introduction to Stochastic Finance (Paperback) (ISBN-13: 9789811316562)

Vendor: Jia-An Yan
Product type: Books
Format: Paperback
$79.99
$79.99
$79.99
Subtotal: $79.99
Introduction to Stochastic Finance by Yan, Jia-An

Introduction to Stochastic Finance

$79.99
Introduction to Stochastic Finance by Yan, Jia-An

Introduction to Stochastic Finance

$79.99
Format: Paperback
Description
Description
x
Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Markets in Discrete Time.- Martingale Theory and It o Stochastic Analysis.- The Black-Scholes Model and Its Modifications.- Pricing and Hedging of Exotic Options.- It o 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 Portfoliosand Option Pricing

Author: Jia-An Yan
ISBN-10: 9811316562
ISBN-13: 9789811316562
Publisher: Springer
Language: English
Published: 10/17/2018
Pages: 403
Format: Paperback
Weight: 1.29lbs
Size: 9.21h x 6.14w x 0.86d
By Jia-An Yan
By Jia-An Yan
x

Professor Jia-An Yan is a Professor of Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences. He is a Member of the Chinese Academy of Sciences and he has served as Editor-in-Chief of Acta Mathematicae Applicatae Sinica and members of several editorial boards. His main research area is stochastic analysis and mathematical finance.

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