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Introduction to stochastic finance /

Bibliographic Details
Main Author: Yan, J. (Jia-An) (Author)
Corporate Author: ProQuest (Firm)
Format: eBook
Language:English
Published: Singapore : Springer, 2018.
Series:Universitext,
Subjects:
Business mathematics.
Stochastic processes.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Foundation of Probability Theory and Discrete-time Martingales
  • Portfolio Selection Theory in Discrete Time
  • Financial Markets in Discrete Time
  • Martingale Theory and Itˆo Stochastic Analysis
  • The Black-Scholes Model and Its Modifications
  • Pricing and Hedging of Exotic Options
  • Itˆo Process and Diffusion Models
  • Term Structure Models For Interest Rates
  • Optimal Investment-Consumption Strategies in Diffusion Models
  • Static Risk Measures
  • Stochastic Calculus and Semimartingale Model
  • Optimal Investment in Incomplete Markets
  • Martingale Method for Utility Maximization
  • Optimal Growth Portfolios and Option Pricing.