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Financial mathematics

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Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage.

With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view.

  • Calculations of Lower and upper prices, featuring practical examples
  • The simplest functional limit theorem proved for transition from discrete to continuous time
  • Learn how to optimize portfolio in the presence of risk factors

Request Code : ZLIBIO1507284
Categories:
Year:
2016
Edition:
1
Publisher:
ISTE Press - Elsevier
Language:
English
Pages:
179
ISBN 10:
0081004885
ISBN 13:
9780081004883
ISBN:
1785480464,978-1-78548-046-1,9780081004883,0081004885

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