Ebook > Sciences > Math > Yuliya Mishura & Kostiantyn Ralchenko: Discrete-Time Approximations and Limit Theorems (PDF)

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

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Cover of Yuliya Mishura & Kostiantyn Ralchenko: Discrete-Time Approximations and Limit Theorems (PDF)

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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Language English ● Format PDF ● Pages 390 ● ISBN 9783110654240 ● Publisher De Gruyter ● Published 2021 ● Downloadable 3 times ● Currency EUR ● ID 9434454 ● Copy protection Adobe DRM

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