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Synopsis
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.
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Lectures on Mathematical Finance and Related Topics
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World Scientific Pub Co Inc, 2019
ISBN 10: 9811209561
ISBN 13: 9789811209567
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Lectures On Mathematical Finance And Related Topics
Published by
World Scientific Publishing Co Pte Ltd, 2020
ISBN 10: 9811209561
ISBN 13: 9789811209567
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Lectures on Mathematical Finance and Related Topics
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ISBN 13: 9789811209567
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Lectures on Mathematical Finance and Related Topics
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Lectures On Mathematical Finance And Related Topics
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World Scientific Publishing Co Pte Ltd, 2020
ISBN 10: 9811209561
ISBN 13: 9789811209567
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Lectures on Mathematical Finance and Related Topics
Published by
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ISBN 13: 9789811209567
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Lectures on Mathematical Finance and Related Topics
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ISBN 10: 9811209561
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnRigorous 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 . Seller Inventory # 314663626
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Hardback. Condition: New. 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. Seller Inventory # LU-9789811209567
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