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Introduction to Stochastic Finance
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Introduction to Stochastic Finance

Forfatter:
Engelsk
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems.
Forfatter
Jia-An Yan
Opplag
2018 ed.
ISBN
9789811316562
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
17.10.2018
Antall sider
403