Catalog > Sciences > Math > Probability Theory, Statistics > Yuliya Mishura & Kostiantyn Ralchenko: Discrete-Time Approximations and Limit Theorems (ePUB)

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

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Cover of 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.

€179.95

About the author

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

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Language English ● Format EPUB ● Pages 390 ● ISBN 9783110652994 ● File size 60.2 MB ● Publisher De Gruyter ● City Berlin/Boston ● Published 2021 ● Edition 1 ● Downloadable 24 months ● Currency EUR ● ID 8173004 ● Copy protection Adobe DRM

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