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

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Capa do Yuliya Mishura & Kostiantyn Ralchenko: Discrete-Time Approximations and Limit Theorems (ePUB)

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.

€169.95

Sobre o autor

Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.

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Língua Inglês ● Formato EPUB ● Páginas 390 ● ISBN 9783110652994 ● Tamanho do arquivo 60.2 MB ● Editora De Gruyter ● Cidade Berlin/Boston ● Publicado 2021 ● Edição 1 ● Carregável 24 meses ● Moeda EUR ● ID 8173004 ● Proteção contra cópia Adobe DRM

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