Main Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets cover

Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets

, , ,
5.0 / 5.0
0 comments
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.
Request Code : ZLIBIO4214235
Categories:
Year:
2021
Publisher:
De Gruyter
Language:
English
Pages:
415
ISBN 10:
311065279X
ISBN 13:
9783110652796
ISBN:
311065279X,9783110652796
Series:
De Gruyter Series in Probability and Stochastics, 2; 2

Comments of this book

There are no comments yet.