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This book is entirely devoted to discrete time and provides a
detailed introduction to the construction of the rigorous
mathematical tools required for the evaluation of options in
financial markets. Both theoretical and practical aspects are
explored through multiple examples and exercises, for which
complete solutions are provided. Particular attention is paid to
the Cox, Ross and Rubinstein model in discrete time. The book
offers a combination of mathematical teaching and numerous
exercises for wide appeal. It is a useful reference for students at
the master's or doctoral level who are specializing in applied
mathematics or finance as well as teachers, researchers in the
field of economics or actuarial science, or professionals working
in the various financial sectors. Martingales and Financial
Mathematics in Discrete Time is also for anyone who may be
interested in a rigorous and accessible mathematical construction
of the tools and concepts used in financial mathematics, or in the
application of the martingale theory in finance
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