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Stochastic Methods in Finance

Overview of attention for book
Cover of 'Stochastic Methods in Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Incomplete and Asymmetric Information in Asset Pricing Theory
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    Chapter 2 Modeling and Valuation of Credit Risk
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    Chapter 3 Stochastic Control with Application in Insurance
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    Chapter 4 Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
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    Chapter 5 Utility Maximisation in Incomplete Markets
Attention for Chapter 5: Utility Maximisation in Incomplete Markets
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