Mathematical Finance [electronic resource] by Ernst Eberlein, 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...

Full description

Bibliographic Details
Uniform Title:Springer Finance, 2195-0687
Main Authors: Eberlein, Ernst (Author)
Kallsen, Jan (Author)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:Springer Finance,
Subjects:
Online Access:
Format: Electronic eBook

System Under Maintenance

Our Library Management System is currently under maintenance.

Holdings and item availability information is currently unavailable. Please accept our apologies for any inconvenience this may cause and contact us for further assistance:

Please contact Reference and Discovery Services via their Contact Form or call them directly at: 517-353-8700 for assistance.

Online Access

Springer Mathematics and Statistics eBooks 2019 English/International: 2019 (Springer Link)