Lectures On Mathematical Finance And Related Topics
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A01=Yuri Kifer
Author_Yuri Kifer
Category=PBW
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Mathematical Finance
Optimal Stopping
Pricing of Derivatives
Stochastic Analysis
Product details
- ISBN 9789811209567
- Publication Date: 03 Jan 2020
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
