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.
Tentang Penulis
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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Bahasa Inggris ● Format EPUB ● Halaman 390 ● ISBN 9783110652994 ● Ukuran file 60.2 MB ● Penerbit De Gruyter ● Kota Berlin/Boston ● Diterbitkan 2021 ● Edisi 1 ● Diunduh 24 bulan ● Mata uang EUR ● ID 8173004 ● Perlindungan salinan Adobe DRM
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