LIBROS DEL AUTOR: jia an yan

3 resultados para LIBROS DEL AUTOR: jia an yan

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  • Introduction to Stochastic Finance
    Jia-An Yan
    This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model,  and...
    Disponible

    96,43 €

  • Introduction to Infinite Dimensional Stochastic Analysis
    Jia-an Yan / Zhi-yuan Huang
    The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in...
    Disponible

    133,81 €

  • Introduction to Infinite Dimensional Stochastic Analysis
    Jia-an Yan / Zhi-yuan Huang
    The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in...
    Disponible

    132,45 €