Mathematical Finance

by Ernst Eberlein and Jan Kallsen

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 principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field.

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• Format: Hardcover
• Language: English
• ISBN: 3030261050
• ISBN13: 9783030261054
• Release Date: December 2019
• Publisher: Springer
• Length: 772 Pages
• Weight: 2.81 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"