Introduction to Stochastic Finance

By Jia-an Yan

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

• Format: Paperback
• Language: English
• ISBN: 9811316562
• ISBN13: 9789811316562
• Release Date: October 2018
• Publisher: Springer
• Length: 403 Pages
• Weight: 1.29 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"