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Discrete-Time Approximations and Limit Theorems - In Applications to Financial Markets (Hardcover) Loot Price: R4,391
Discovery Miles 43 910
Repayment Terms: R412 pm x 12*
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Discrete-Time Approximations and Limit Theorems - In Applications to Financial Markets (Hardcover): Yuliya Mishura, Kostiantyn...

Discrete-Time Approximations and Limit Theorems - In Applications to Financial Markets (Hardcover)

Yuliya Mishura, Kostiantyn Ralchenko

Series: De Gruyter Series in Probability and Stochastics

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Loot Price R4,391 Discovery Miles 43 910 | Repayment Terms: R412 pm x 12*

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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.

General

Imprint: De Gruyter
Country of origin: Germany
Series: De Gruyter Series in Probability and Stochastics
Release date: November 2021
First published: 2021
Authors: Yuliya Mishura • Kostiantyn Ralchenko
Dimensions: 240 x 170mm (L x W)
Format: Hardcover
Pages: 390
ISBN-13: 978-3-11-065279-6
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Money & Finance > General
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LSN: 3-11-065279-X
Barcode: 9783110652796

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