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.
Om författaren
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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Språk Engelska ● Formatera EPUB ● Sidor 390 ● ISBN 9783110652994 ● Filstorlek 60.2 MB ● Utgivare De Gruyter ● Stad Berlin/Boston ● Publicerad 2021 ● Utgåva 1 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 8173004 ● Kopieringsskydd Adobe DRM
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