Samhälle & debatt
Discrete-Time Approximations and Limit Theorems
Yuliya Mishura • Kostiantyn Ralchenko
Inbunden
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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.
- Illustratör: 3 b, w and 1 col
- Format: Inbunden
- ISBN: 9783110652796
- Språk: Engelska
- Antal sidor: 390
- Utgivningsdatum: 2021-11-08
- Förlag: De Gruyter