Introduction to stochastic finance. (2018)

• Record Type: Book
• Further Information: Note: By Jia-An Yan.
• Authors: Yan, J (Jia-An)
• Contents: Foundation of ProbabilityTheory and Discrete-timeMartingales.-Portfolio Selection Theory inDiscrete Time.-Financial Markets in DiscreteTime.-Martingale Theory and ItˆoStochastic Analysis.-The Black-Scholes Model and Its Modifications.-Pricing and Hedging of Exotic Options.-Itˆo 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 inIncomplete Markets.-Martingale Method for Utility Maximization.-Optimal Growth Portfoliosand Option Pricing.
• Publisher Details: Singapore : Springer
• Publication Date: 2018
• Extent: 1 online resource (xiv, 403 pages), illustrations
• Subjects: 650.01/51; Mathematics; Business mathematics; Stochastic processes; Business & Economics -- Statistics; Probability & statistics; Finance; Statistics; Mathematics -- Applied; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9789811316579; 9811316570
• Related ISBNs: 9789811316562
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed October 17, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.