000			01179nam a2200205 4500
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008			250310b |||||||| |||| 00| 0 eng d
020			_a9789811209567
041			_aeng
082			_a519 _bKifL
100			_aKifer, Yuri
245			_aLectures on Mathematical Finance and Related Topics / _cYuri Kifer
260			_aNew Jersey: _bWorld Scientific; _c©2020
300			_a344p.
520			_aRigorous 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.
650			_aDiscrete Time Case
650			_aContinuous Time Case
650			_aSolutions of Exercises
942			_cBK
999			_c7007 _d7007