LEADER 03007nam 22005175 450 001 9910300112103321 005 20200704104135.0 010 $a981-13-1657-0 024 7 $a10.1007/978-981-13-1657-9 035 $a(CKB)4100000007003184 035 $a(DE-He213)978-981-13-1657-9 035 $a(MiAaPQ)EBC6314224 035 $a(PPN)231457340 035 $a(EXLCZ)994100000007003184 100 $a20181010d2018 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIntroduction to Stochastic Finance /$fby Jia-An Yan 205 $a1st ed. 2018. 210 1$aSingapore :$cSpringer Singapore :$cImprint: Springer,$d2018. 215 $a1 online resource (XIV, 403 p. 6 illus.) 225 1 $aUniversitext,$x0172-5939 311 $a981-13-1656-2 327 $aFoundation of Probability Theory and Discrete-time Martingales -- Portfolio Selection Theory in Discrete Time -- Financial Markets in Discrete Time -- Martingale Theory and It?o Stochastic Analysis -- The Black-Scholes Model and Its Modifications -- Pricing and Hedging of Exotic Options -- It?o Process and Diffusion Models -- Term Structure Models For Interest Rates -- Optimal Investment-Consumption Strategies in Diffusion Models -- Static Risk Measures -- Stochastic Calculus and Semimartingale Model -- Optimal Investment in Incomplete Markets -- Martingale Method for Utility Maximization -- Optimal Growth Portfolios and Option Pricing. 330 $aThis book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented. 410 0$aUniversitext,$x0172-5939 606 $aEconomics, Mathematical  606 $aStatistics  606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 615 0$aEconomics, Mathematical . 615 0$aStatistics . 615 14$aQuantitative Finance. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 676 $a650.01513 700 $aYan$b Jia-An$4aut$4http://id.loc.gov/vocabulary/relators/aut$0736151 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910300112103321 996 $aIntroduction to Stochastic Finance$91563893 997 $aUNINA