Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets

Inbunden, Engelska, 2021

AvYuliya Mishura,Kostiantyn Ralchenko,Yuliya Kostiantyn Mishura Ralchenko

2 489 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

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.

Produktinformation

Utgivningsdatum2021-11-08
Mått170 x 240 x undefined mm
Vikt789 g
FormatInbunden
SpråkEngelska
SerieDe Gruyter Series in Probability and Stochastics
Antal sidor390
FörlagDe Gruyter
ISBN9783110652796

Tillhör följande kategorier

Mer från samma författare

Theory of Stochastic Processes

Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko

Inbunden

689 kr

Entropies and Fractionality

Yuliya Mishura, Kostiantyn Ralchenko

Inbunden

3 029 kr

Theory of Stochastic Processes

Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko

Häftad

689 kr

Financial Mathematics

Yuliya Mishura, Ukraine) Mishura, Yuliya (Head, Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko Kyiv National University, Kiev

Inbunden

1 429 kr

Ruin Probabilities

Yuliya Mishura, Olena Ragulina, Ukraine) Mishura, Yuliya (Head, Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko Kyiv National University, Kiev, Ukraine) Ragulina, Olena (Taras Shevchenko National University of Kyiv

Inbunden

1 859 kr

Stochastic Analysis of Mixed Fractional Gaussian Processes

Yuliya Mishura, Mounir Zili

Inbunden

1 539 kr

Theory and Statistical Applications of Stochastic Processes

Yuliya Mishura, Georgiy Shevchenko, Ukraine) Mishura, Yuliya (National University of Kyiv, Ukraine) Shevchenko, Georgiy (National University of Kyiv

Inbunden

2 219 kr

Fractional Brownian Motion

Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar, Ukraine) Banna, Oksana (Taras Shevchenko National University of Kyiv, Ukraine) Mishura, Yuliya (Taras Shevchenko National University of Kyiv, Ukraine) Ralchenko, Kostiantyn (Taras Shevchenko National University of Kyiv, Ukraine) Shklyar, Sergiy (Taras Shevchenko National University of Kyiv

Inbunden

2 219 kr