Lectures on mathematical finance and related topics

Yuri Kifer (Hebrew University of Jerusalem, Israel)

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.

MoreLess

Year of publication:	[2020]
Authors:	Kifer, Yuri
Publisher:	New Jersey : World Scientific
Subject:	Finanzmathematik \| Mathematical finance \| Stochastischer Prozess \| Stochastic process \| Suchtheorie \| Search theory \| Kapitalmarkttheorie \| Financial economics \| Black-Scholes-Modell \| Black-Scholes model \| Martingal \| Optimales Stoppen \| Stochastische Analysis
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

Extent:	xvi, 328 Seiten
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung ; Lehrbuch ; Textbook
Language:	English
Notes:	Includes bibliographical references and index
ISBN:	978-981-12-0956-7 ; 978-981-12-0958-1
Classification:	Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Volkswirtschaft ; Methoden und Techniken der Betriebswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012193188