Click Here to Download: https://ouo.io/0bqIb1 Introduction to Stochastic Finance By: Jia-An Yan Publisher: Springer Print ISBN: 9789811316562, 9811316562 eText ISBN: 9789811316579, 9811316570 Copyright year: 2018 Format: EPUB Available from $ 74.99 USD SKU 9789811316579 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.
