Lectures On Mathematical Finance And Related Topics

Lectures On Mathematical Finance And Related Topics
Author :
Publisher : World Scientific
Total Pages : 345
Release :
ISBN-10 : 9789811209581
ISBN-13 : 9811209588
Rating : 4/5 (588 Downloads)

Book Synopsis Lectures On Mathematical Finance And Related Topics by : Yuri Kifer

Download or read book Lectures On Mathematical Finance And Related Topics written by Yuri Kifer and published by World Scientific. This book was released on 2019-12-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.


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