Author

Publication

2019-12-19 - World Scientific Publishing Co Pte Ltd, New jersey, USA

Language

English

Word Count

87,500 words, Guess

Page Count

350 pages

Physical Format

Hardcover

Identifiers

  • ISBN-109811209561
  • ISBN-139789811209567
  • OCLC Control Number1153294945
  • Better World Books9789811209567
  • Open LibraryOL28373428M

Classifications

  • LCCHF5691.K495 2020

Description

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.

Subjects

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