Stochastic Models of Financial Mathematics
Language: English
Published by ISTE Press Ltd - Elsevier Inc, GB, 2016
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox?Ingersoll?Ross, and Heath-Jarrow-Morton interest rate models are also explored.The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided.
Seller Inventory # LU-9781785481987
- Title
- Stochastic Models of Financial Mathematics
- Author
- Vigirdas Mackevicius
- Publisher
- ISTE Press Ltd - Elsevier Inc, GB
- Publication year
- 2016
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1785481983
- ISBN 13
- 9781785481987
- Item weight
- 260 grams
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London, London, United Kingdom
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