Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 19 990 Ft

DPD point 990 Ft DPD courier 1 190 Ft GLS point 1 190 Ft Hungarian Post 1 795 Ft Hungarian Post 1 690 Ft Hungarian Post 1 690 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft GLS courier 1 690 Ft

Contact

How to shop

Help

My account

▸ Empty :-(

Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Mathematical Finance

Name: Mathematical Finance
Brand: Springer Nature Switzerland AG
SKU: 33507665
Price: 35915 HUF
Availability: InStock
Author: Ernst Eberlein
ISBN: 9783030261085

Ernst Eberlein

Language

English

Book Paperback

Libristo code: 33507665

Publishers Springer Nature Switzerland AG, December 2020

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this... Full description

Libristo code: 33507665

239 b

35 915 Ft

In stock at our supplier Shipping in 8-11 days

Up to 30 days for returns

Customers also purchased

Mroszczak Plakaty Posters Mroszczak Józef

Hardback

1 413 Ft

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 principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field. Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance. Graduate students, researchers as well as practitioners will benefit from this monograph.