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{ "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" : "" } }
Introduction to Stochastic Finance|Jia-An Yan

Introduction to Stochastic Finance

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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

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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

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