Mathematical Finance. (2019)

• Record Type: Book
• Further Information: Note: By Ernst Eberlein, Jan Kallsen.
• Authors: Kallsen, Jan
• Other Names: Eberlein, Ernst
• Contents: Part I -- Stochastic Calculus -- Overview -- Discrete Stochastic Calculus -- Lévy Processes -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial Processes -- Optimal Control -- Mathematical Finance -- Overview and Notation -- Equity models -- Markets, Strategies, Arbitrage -- Optimal Investment -- Arbitrage-Based Valuation and Hedging of Derivatives -- Mean-Variance Hedging -- Utility-Based Valuation and Hedging of Derivatives -- Interest Rate Models.
• Publisher Details: Cham : Springer International Publishing Imprint: Springer
• Publication Date: 2019
• Extent: 1 online resource (XVII, 772 pages), 34 illustrations, 32 illustrations in color
• Subjects: 519; Economics, Mathematical; Probabilities; Financial engineering; Risk management; Business mathematics
• Languages: English
• ISBNs: 9783030261061; 3030261069
• Related ISBNs: 3030261050; 9783030261054
• 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.