rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic finance
    sub title: an introduction with market examples
  title info:
    title: MATHnetBASE
  name:
    name part: Privault, Nicolas
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Taylor & Francis
  name:
    name part: Taylor and Francis
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: flu
    date issued: 2013
    copyright date: 2014
    edition: First edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (441 pages) : 104 illustrations.
  abstract: Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of finance and stochastic calculus, and builds up to special topics, such as options, derivatives, and credit default and jump processes. It details the techniques required to model the time evolution of risky assets.
  table of contents: chapter Introduction -- chapter 1 Assets, Portfolios and Arbitrage -- chapter 2 Discrete-Time Model -- chapter 3 Pricing and Hedging in Discrete Time -- chapter 4 Brownian Motion and Stochastic Calculus -- chapter 5 The Black-Scholes PDE -- chapter 6 Martingale Approach to Pricing and Hedging -- chapter 7 Estimation of Volatility -- chapter 8 Exotic Options -- chapter 9 American Options -- chapter 10 Change of Nume´raire and Forward Measures -- chapter 11 Forward Rate Modeling -- chapter 12 Pricing of Interest Rate Derivatives -- chapter 13 Default Risk in Bond Markets -- chapter 14 Stochastic Calculus for Jump Processes -- chapter 15 Pricing and Hedging in Jump Models -- chapter 16 Basic Numerical Methods.
  note: by Nicolas Privault.
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Hedging (Finance)
    topic: Mathematical models
  subject:
    topic: Securities
    topic: Prices
    topic: Mathematical models
  subject:
    topic: Stochastic analysis
  subject:
    topic: BUSINESS & ECONOMICS / Finance
  subject:
    topic: BUSINESS & ECONOMICS
    topic: Finance
  subject:
    topic: MATHEMATICS / General
  subject:
    topic: MATHEMATICS / Probability & Statistics / General
  subject:
    topic: MATHEMATICS
    genre: General
  subject:
    topic: MATHEMATICS
    topic: Probability & Statistics
    genre: General
  classification: HG4636
  classification: 332.63/2042
  related item:
    title info:
      title: Chapman and Hall/CRC financial mathematics series
  identifier: 9780429168796
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: FlBoTFG
    record creation date: 180706
    record change date: 20220613180116.0
    record identifier: in00004582219