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Introduction to Stochastic Finance

Introduction to Stochastic Finance

Paperback

Series: Universitext

Business GeneralEconomicsGeneral Mathematics

ISBN10: 9811316562
ISBN13: 9789811316562
Publisher: Springer Nature
Published: Oct 17 2018
Pages: 403
Weight: 1.29
Height: 0.86 Width: 6.14 Depth: 9.21
Language: English
Foundation of Probability Theory and Discrete-time Martingales.- Portfolio Selection Theory in Discrete Time.- Financial Markets in Discrete Time.- Martingale Theory and It o Stochastic Analysis.- The Black-Scholes Model and Its Modifications.- Pricing and Hedging of Exotic Options.- It o 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 Portfoliosand Option Pricing

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