Lectures on Mathematical Finance and Related Topics / Yuri Kifer

By:

Kifer, Yuri

Material type: Text

9789811209567

Subject(s):

DDC classification:

519 KifL

Summary: 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. The book 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. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.

List(s) this item appears in: New Arrivals 15-30 November 2025, Vol. 06, Issue 31

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Books	Indian Institute of Technology Tirupati General Stacks	Mathematics	519 KifL (11652) (Browse shelf(Opens below))	Copy 01	Available	11652

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Previous	518.7 SudS The Six Pillars of Calculus : Biology Edition /	519 AmmM Mathematical Modeling in Biomedical Imaging II : Optical, Ultrasound, and Opto-Acoustic Tomographies / Ed.	519 EMB/M Modelling Extremal Events for Insurance and Finance /	519 KifL (11652) Lectures on Mathematical Finance and Related Topics /	519 MccG (11983) Game Theory : A Nontechnical Introduction to the Analysis of Strategy /	519 OstF The Fractal Dimension of Architecture /	519.02462 WAL/P Probability And Statistics For Engineers And Scientists	Next

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. The book 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. The book 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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