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Lectures on Mathematical Finance and Related Topics. 数理ファイナンスと関連トピックスに関する講義
・ISBN 978-981-12-0956-7 2020 hard US$ 124.00
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お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-12-0957-4
| 著者・編者 | Kifer, Yuri, |
|---|---|
| 出版社 | (World Scientific, SI) |
| ページ数 | 344 pp. |
| 言語 | ENG |
| ニュース番号 | ＜655-297 655-L531＞ |
解説
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.