Lectures on Mathematical Finance and Related topics / Kifer, Yuri

By:

Kifer, Yuri

Publication details: World Scientific 2019Description: 344 pages. 21cmsISBN:

9789811209567

Subject(s):

Mathematical Finance

DDC classification:

332.0151 KIF

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Barcode
English Books	Anna Centenary Library 4TH FLOOR, A WING	332.0151 KIF (Browse shelf(Opens below))	Available	689765

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.

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Lectures on Mathematical Finance and Related topics / Kifer, Yuri

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