An edition of Lectures on Mathematical Finance and Related Topics
(2019)
Lectures on Mathematical Finance and Related Topics
First edition
by Yuri Kifer
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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.
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Lectures on Mathematical Finance and Related Topics
December 19, 2019, World Scientific Publishing Company Pvt. Ltd., World Scientific Publishing Co Pte Ltd
Hardcover
in English
- First edition
9811209561 9789811209567
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- Created July 25, 2020
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| June 17, 2023 | Edited by ImportBot | import existing book |
| August 26, 2020 | Edited by ImportBot | import existing book |
| July 25, 2020 | Edited by Kaustubh Chakraborty | Added new book |
| July 25, 2020 | Edited by Kaustubh Chakraborty | Added new cover |
| July 25, 2020 | Created by Kaustubh Chakraborty | Added new book. |