Mathematical Finance

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Focusing on continuous-time stochastic processes with jumps, this book serves as an accessible introduction to stochastic calculus and control of semimartingales. It covers essential Mathematical Finance concepts, including arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modeling. By bridging the gap between introductory materials and advanced literature, it offers a comprehensive resource for those looking to deepen their understanding of stochastic processes in finance.