Overview
- Gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods
- Includes general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets
- An excellent introductory course of mathematical finance for graduate students
Part of the book series: Universitext (UTX)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (14 chapters)
-
Front Matter
-
Back Matter
Keywords
About this book
Reviews
Authors and Affiliations
About the author
Professor Jia-An Yan is a Professor of Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences. He is a Member of the Chinese Academy of Sciences and he has served as Editor-in-Chief of Acta Mathematicae Applicatae Sinica and members of several editorial boards. His main research area is stochastic analysis and mathematical finance.
Bibliographic Information
Book Title: Introduction to Stochastic Finance
Authors: Jia-An Yan
Series Title: Universitext
DOI: https://doi.org/10.1007/978-981-13-1657-9
Publisher: Springer Singapore
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Singapore Pte Ltd. and Science Press 2018
Softcover ISBN: 978-981-13-1656-2Published: 17 October 2018
eBook ISBN: 978-981-13-1657-9Published: 10 October 2018
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XIV, 403
Number of Illustrations: 6 b/w illustrations
Topics: Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance