| ISBN： | 9789811209567 (hardcover) : |
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| 编目源： | LBSOR/DLC DLC |
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| 语种代码： | eng |
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| 个人名称： | Kifer, Yuri,1948- |
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| 题名： | Lectures on mathematical finance and related topics / Edited by Yuri Kifer. |
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| 出版发行项： | New Jersey : World Scientific, [2020] |
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| 载体形态： | 344 p. ; 23 cm. |
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| 书目附注： | Includes bibliographical references and index. |
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| 格式化内容附注： | Martingales and optimal stopping -- Derivatives in general and binomial markets -- Fundamental theorems of asset pricing -- Superhedging -- Hedging with risk -- Martingales in continuous time and optimal stopping -- Introduction to stochastic analysis -- Derivatives in the Black-Scholes market -- Discrete time case -- Continuous time case -- Solutions of exercises. |
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