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Financial Mathematics (Hardcover) Loot Price: R2,461
Discovery Miles 24 610
Repayment Terms: R231 pm x 12*
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Financial Mathematics (Hardcover): Yuliya Mishura

Financial Mathematics (Hardcover)

Yuliya Mishura

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Loot Price R2,461 Discovery Miles 24 610 | Repayment Terms: R231 pm x 12*

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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.

General

Imprint: ISTE Press Ltd - Elsevier Inc
Country of origin: United Kingdom
Release date: 2016
First published: 2016
Authors: Yuliya Mishura
Dimensions: 229 x 152 x 16mm (L x W x T)
Format: Hardcover
Pages: 194
ISBN-13: 978-1-78548-046-1
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Money & Finance > General
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LSN: 1-78548-046-4
Barcode: 9781785480461

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