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Ernst Eberlein

    Dependence in probability and statistics
    Mathematical Finance
    • 2019

      Mathematical Finance

      • 792 pages
      • 28 hours of reading

      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.

      Mathematical Finance