Mathematical Finance

Name: Mathematical Finance
Brand: Springer Nature Switzerland AG
SKU: 9783030261054
Price: 133.61 EUR
Availability: InStock

Автор: Ernst Eberlein, Jan Kallsen

Език:

Корици: С твърди корици

Издател: Springer Nature Switzerland AG

Наличност: Външен склад

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133.61 € 261.32 лв

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this...

Информация за книгата

Автор

Ernst Eberlein, Jan Kallsen

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2019

страници

772

EAN

9783030261054

Enbook ID

24519088

Издател

Springer Nature Switzerland AG

Теглоt

1226

Размери

240 x 159 x 46

Пълно описание

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field. Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance. Graduate students, researchers as well as practitioners will benefit from this monograph.

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