Mathematical Finance High quality books
Mathematical Finance
By:Ernst Eberlein,Jan Kallsen
Published on 2019-12-03 by Springer Nature
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.
This Book was ranked at 22 by Google Books for keyword Finance.
Book ID of Mathematical Finance's Books is vZnBDwAAQBAJ, Book which was written byErnst Eberlein,Jan Kallsenhave ETAG "G45+Knu6aYA"
Book which was published by Springer Nature since 2019-12-03 have ISBNs, ISBN 13 Code is 9783030261061 and ISBN 10 Code is 3030261069
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