Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets
Auteur(s) :
Yuliya Mishura (Auteur), Kostiantyn Ralchenko (Auteur)
Editeur(s) :
De Gruyter
Collection(s) :
De Gruyter Series in Probability and Stochastics
Rayon(s) :
Economie. Gestion de l'entreprise, Sciences
Public(s) :
Public motivé
Ean :
9783110652796
Date de parution :
08/11/2021
Résumé :
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.
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