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Lectures on mathematical finance and...

Kifer, Yuri, (1948-)

Lectures on mathematical finance and related topics

Record Type:	Electronic resources : Monograph/item
Title/Author:	Lectures on mathematical finance and related topicsYuri Kifer.
Author:	Kifer, Yuri,
Published:	Singapore :World Scientific,c2020.
Description:	1 online resource (344 p.)
Subject:	Business mathematics.
Online resource:	https://www.worldscientific.com/worldscibooks/10.1142/11534#t=toc
ISBN:	9789811209574$q(ebook)

Lectures on mathematical finance and related topics
Kifer, Yuri,1948-

Lectures on mathematical finance and related topics[electronic resource] /Yuri Kifer. - 1st ed. - Singapore :World Scientific,c2020. - 1 online resource (344 p.)

Includes bibliographical references and index.

Preface -- Discrete time. Martingales and optimal stopping ; Derivatives in general and binomial markets ; Fundamental theorems of asset pricing ; Superhedging ; Hedging with risk -- Continuous time. Martingales in continuous time and optimal stopping ; Introduction to stochastic analysis ; Derivatives in the black-Scholes market -- Further topics. Discrete time case ; Continuous time case ; Solutions of exercises.

"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"--Publisher's website.

Mode of access: World Wide Web.

ISBN: 9789811209574$q(ebook)Subjects--Topical Terms:

191036
Business mathematics.

LC Class. No.: HF5691 / .K33 2020

Dewey Class. No.: 650.01513

Lectures on mathematical finance and related topics
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020 $a 9789811209574$q(ebook)
020 $z 9789811209567$q(hbk.)
035 $a 00010854
040 $a WSPC $b eng $c WSPC
050 4 $a HF5691 $b .K33 2020
082 0 4 $a 650.01513 $2 23
100 1 $a Kifer, Yuri, $d 1948- $3 902666
245 1 0 $a Lectures on mathematical finance and related topics $h [electronic resource] / $c Yuri Kifer.
250 $a 1st ed.
260 $a Singapore : $b World Scientific, $c c2020.
300 $a 1 online resource (344 p.)
504 $a Includes bibliographical references and index.
505 0 $a Preface -- Discrete time. Martingales and optimal stopping ; Derivatives in general and binomial markets ; Fundamental theorems of asset pricing ; Superhedging ; Hedging with risk -- Continuous time. Martingales in continuous time and optimal stopping ; Introduction to stochastic analysis ; Derivatives in the black-Scholes market -- Further topics. Discrete time case ; Continuous time case ; Solutions of exercises.
520 $a "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"--Publisher's website.
538 $a Mode of access: World Wide Web.
538 $a System requirements: Adobe Acrobat Reader.
588 $a Description based on print version record.
650 0 $a Business mathematics. $3 191036
856 4 0 $u https://www.worldscientific.com/worldscibooks/10.1142/11534#t=toc