EAN: 9789811316562

Bilder-Quelle: discount24.de - Sport-Freizeit

This 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.

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24.03.2025 um 10:20 Uhr

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