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Lectures On Mathematical Finance And Related Topics
Language: en
Pages: 345
Authors: Yuri Kifer
Categories: Business & Economics
Type: BOOK - Published: 2019-12-19 - Publisher: World Scientific

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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
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Lectures on Financial Mathematics
Language: en
Pages: 51
Authors: Greg Anderson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Morgan & Claypool Publishers

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This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setti
Deterministic And Stochastic Topics In Computational Finance
Language: en
Pages: 482
Authors: Ovidiu Calin
Categories: Business & Economics
Type: BOOK - Published: 2016-11-25 - Publisher: World Scientific Publishing Company

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What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and
Paris-Princeton Lectures on Mathematical Finance 2002
Language: en
Pages: 185
Authors: Peter Bank
Categories: Mathematics
Type: BOOK - Published: 2003-12-10 - Publisher: Springer

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The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contai