Authors:
- 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)
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Table of contents (14 chapters)
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Front Matter
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Back Matter
About this book
Reviews
Authors and Affiliations
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Academy of Mathematics and System Science, Chineses Academy of Sciences, Beijing, China
Jia-An Yan
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