Discrete-Time Approximations and Limit Theorems / De Gruyter Series in Probability and Stochastics (ePub)
In Applications to Financial Markets
(Sprache: Englisch)
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the...
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Produktinformationen zu „Discrete-Time Approximations and Limit Theorems / De Gruyter Series in Probability and Stochastics (ePub)“
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.
Autoren-Porträt von Yuliya Mishura, Kostiantyn Ralchenko
Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine.
Bibliographische Angaben
- Autoren: Yuliya Mishura , Kostiantyn Ralchenko
- 2021, 390 Seiten, Englisch
- Verlag: Walter de Gruyter
- ISBN-10: 3110652994
- ISBN-13: 9783110652994
- Erscheinungsdatum: 25.10.2021
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: ePub
- Ohne Kopierschutz
Sprache:
Englisch
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