株式会社極東書店トップ ＞ 商品一覧 ＞ Introduction to Stochastic Finance.
商品詳細
Introduction to Stochastic Finance. 確率ファイナンス入門
・ISBN 978-981-13-1656-2 paper EUR 74.99
￥20,044.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Yan, Jia-An, |
|---|---|
| シリーズ | Universitext |
| 出版社 | (Springer, GW) |
| 出版年月 | 2018 |
| ページ数 | 403 pp. |
| 言語 | ENG |
| ニュース番号 | ＜648-583 648-P1174＞ |
解説
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The 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 are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.