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.
O autorze
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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Język Angielski ● Format EPUB ● Strony 390 ● ISBN 9783110652994 ● Rozmiar pliku 60.2 MB ● Wydawca De Gruyter ● Miasto Berlin/Boston ● Opublikowany 2021 ● Ydanie 1 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 8173004 ● Ochrona przed kopiowaniem Adobe DRM
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