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.
Over de auteur
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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Taal Engels ● Formaat EPUB ● Pagina’s 390 ● ISBN 9783110652994 ● Bestandsgrootte 60.2 MB ● Uitgeverij De Gruyter ● Stad Berlin/Boston ● Gepubliceerd 2021 ● Editie 1 ● Downloadbare 24 maanden ● Valuta EUR ● ID 8173004 ● Kopieerbeveiliging Adobe DRM
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