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.
Yazar hakkında
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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Dil İngilizce ● Biçim EPUB ● Sayfalar 390 ● ISBN 9783110652994 ● Dosya boyutu 60.2 MB ● Yayımcı De Gruyter ● Kent Berlin/Boston ● Yayınlanan 2021 ● Baskı 1 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 8173004 ● Kopya koruma Adobe DRM
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