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.
Sobre el autor
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
Idioma Inglés ● Formato EPUB ● Páginas 390 ● ISBN 9783110652994 ● Tamaño de archivo 60.2 MB ● Editorial De Gruyter ● Ciudad Berlin/Boston ● Publicado 2021 ● Edición 1 ● Descargable 24 meses ● Divisa EUR ● ID 8173004 ● Protección de copia Adobe DRM
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