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.
Mengenai Pengarang
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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Bahasa Inggeris ● Format EPUB ● Halaman-halaman 390 ● ISBN 9783110652994 ● Saiz fail 60.2 MB ● Penerbit De Gruyter ● Bandar raya Berlin/Boston ● Diterbitkan 2021 ● Edisi 1 ● Muat turun 24 bulan ● Mata wang EUR ● ID 8173004 ● Salin perlindungan Adobe DRM
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