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Introduction to Stochastic Finance
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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.
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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9789811316562
Publisher
Springer
Year
2018
Pages
XIV, 403 p.
Series Title
Universitext
Language
English

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