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.
关于作者
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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语言 英语 ● 格式 EPUB ● 网页 390 ● ISBN 9783110652994 ● 文件大小 60.2 MB ● 出版者 De Gruyter ● 市 Berlin/Boston ● 发布时间 2021 ● 版 1 ● 下载 24 个月 ● 货币 EUR ● ID 8173004 ● 复制保护 Adobe DRM
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