{"product_id":"introduction-to-stochastic-finance-jia-an-yan-9789811316562","title":"Introduction to Stochastic Finance","description":"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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Jia-An Yan\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9811316562\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789811316562\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/17\/2018\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 403\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.29lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.86d","brand":"Jia-An Yan","offers":[{"title":"Paperback","offer_id":44228015292671,"sku":"9789811316562","price":79.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_e2758a8d-c6b6-4883-a19e-5d870436c10b.jpg?v=1692811589","url":"https:\/\/www.whiterainbookhouse.com\/products\/introduction-to-stochastic-finance-jia-an-yan-9789811316562","provider":"WR Book House","version":"1.0","type":"link"}