Name: Lectures on Mathematical Finance and Related Topics
SKU: 52244025
Price: 374.97 NZD
Availability: InStock
Author: Yuri Kifer
ISBN: 9789811209567

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Lectures on Mathematical Finance and Related Topics

Type

Physical Book

Publisher

Wspc

Author

Yuri Kifer

Year

2019

Language

English

Pages

344

Format

Hardcover

ISBN13

9789811209567

Synopsis "Lectures on Mathematical Finance and Related Topics "

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.