Lectures on Mathematical Finance and Related Topics, Hardcover by Kifer, Yuri...

Lectures on Mathematical Finance and Related Topics, Hardcover by Kifer, Yuri, ISBN 9811209561, ISBN-13 9789811209567, Like New Used, Free shipping in the US Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these "related topics" with all proofs and in a self-contained form. Th treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. Th contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.

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