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.
Circa l’autore
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
Lingua Inglese ● Formato EPUB ● Pagine 390 ● ISBN 9783110652994 ● Dimensione 60.2 MB ● Casa editrice De Gruyter ● Città Berlin/Boston ● Pubblicato 2021 ● Edizione 1 ● Scaricabile 24 mesi ● Moneta EUR ● ID 8173004 ● Protezione dalla copia Adobe DRM
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