Lectures on Mathematical Finance and Related Topics
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Book Overview Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first ...
Rigorous 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.
Book Details Format: Hardcover | Pages: 344 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9811209561
FormatHardcover
Pages344
LanguageEnglish
ISBN9811209561
EAN9789811209567
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.39 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.81 Inches
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