Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
Yuliya Mishura, Kostiantyn RalchenkoFinancial 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.
- An authoritative book on financial market modeling
- Studies the discrete approximation, the parameter dependence and the asymptotics of financial models
- Of interest to researchers and graduate students in mathematics as well in financial applications
ปี:
2021
สำนักพิมพ์:
De Gruyter
ภาษา:
english
จำนวนหน้า:
390
ISBN 10:
3110654245
ISBN 13:
9783110654240
ซีรีส์:
De Gruyter Series in Probability and Stochastics; 2
ไฟล์:
PDF, 3.11 MB
IPFS:
,
english, 2021
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