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.
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Språk Engelska ● Formatera PDF ● Sidor 390 ● ISBN 9783110654240 ● Utgivare De Gruyter ● Publicerad 2021 ● Nedladdningsbara 3 gånger ● Valuta EUR ● ID 9434454 ● Kopieringsskydd Adobe DRM
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