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Focusing on continuous-time stochastic processes with jumps, this book offers a clear introduction to stochastic calculus and the control of semimartingales. It covers essential concepts in Mathematical Finance, including arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modeling. By connecting introductory materials with advanced literature, it serves as a valuable resource for readers seeking to deepen their understanding of financial mathematics.
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Mathematical Finance, Ernst Eberlein, Jan Kallsen
- Lingua
- Pubblicato
- 2019
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