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Mathematical finance
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...
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| Lenguaje: | eng |
| Publicado: |
Springer
2019
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-26106-1 http://cds.cern.ch/record/2703925 |