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Mathematical Finance - MaRDI portal

Mathematical Finance (Q5902116)

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scientific article; zbMATH DE number 5570548
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English
Mathematical Finance
scientific article; zbMATH DE number 5570548

    Statements

    title
    Mathematical Finance (English)
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    author
    Jacques Janssen
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    Raimondo Manca
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    publication date
    25 June 2009
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    zbMATH Keywords
    financial market
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    interest and discount rate
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    investments
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    subjective preferences
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    financial laws
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    discrete time financial operation
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    annuity operation
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    Markov and semi-Markov process
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    Itô calculus
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    bond pricing
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    option pricing
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    credit and default risk
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    Identifiers

    DOI
    10.1002/9780470611692
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    Mathematics Subject Classification ID
    91-01
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    91G20
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    91G30
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    91G40
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    60J10
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    60G44
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    zbMATH DE Number
    5570548
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    OpenAlex ID
    W4253003588
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