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Yuliya Mishura & Kostiantyn Ralchenko
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets

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Hoes van Yuliya Mishura & Kostiantyn Ralchenko: Discrete-Time Approximations and Limit Theorems (PDF)

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.

€188.83

Taal Engels ● Formaat PDF ● Pagina’s 390 ● ISBN 9783110654240 ● Uitgeverij De Gruyter ● Gepubliceerd 2021 ● Downloadbare 3 keer ● Valuta EUR ● ID 9434454 ● Kopieerbeveiliging Adobe DRM

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