{
"item_title" : "Introduction to Stochastic Finance",
"item_author" : [" Jia-An Yan "],
"item_description" : "Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Markets in Discrete Time.- Martingale Theory and It o Stochastic Analysis.- The Black-Scholes Model and Its Modifications.- Pricing and Hedging of Exotic Options.- It o 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 in Incomplete Markets.- Martingale Method for Utility Maximization.- Optimal Growth Portfoliosand Option Pricing",
"item_img_path" : "https://covers3.booksamillion.com/covers/bam/9/81/131/656/9811316562_b.jpg",
"price_data" : {
"retail_price" : "84.99", "online_price" : "84.99", "our_price" : "84.99", "club_price" : "84.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : ""
}
}
Overview
Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Markets in Discrete Time.- Martingale Theory and It o Stochastic Analysis.- The Black-Scholes Model and Its Modifications.- Pricing and Hedging of Exotic Options.- It o 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 in Incomplete Markets.- Martingale Method for Utility Maximization.- Optimal Growth Portfoliosand Option Pricing
This item is Non-Returnable
Customers Also Bought
Details
- ISBN-13: 9789811316562
- ISBN-10: 9811316562
- Publisher: Springer
- Publish Date: October 2018
- Dimensions: 9.21 x 6.14 x 0.86 inches
- Shipping Weight: 1.29 pounds
- Page Count: 403
Related Categories
