Introduction to stochastic finance

DOI10.1007/978-981-13-1657-9zbMath1420.91001OpenAlexW2897456077MaRDI QIDQ1668482

Jia'an Yan

Publication date: 28 August 2018

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-13-1657-9

zbMATH Keywords

martingale theorysemimartingale calculusstochastic financegeneral theory of processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42) Utility theory (91B16) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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