Discrete-Time Approximations and Limit Theorems

Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets

$210.00

Publication Date: 8th November 2021

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... Read More
0 in stock
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... Read More
Description
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.
Details
  • Price: $210.00
  • Pages: 390
  • Carton Quantity: 16
  • Publisher: De Gruyter
  • Imprint: De Gruyter
  • Series: De Gruyter Series in Probability and Stochastics
  • Publication Date: 8th November 2021
  • Illustration Note: 3 b/w and 1 col. ill.
  • ISBN: 9783110652796
  • Format: Hardcover
  • BISACs:
    BUSINESS & ECONOMICS / Finance / General
    MATHEMATICS / Probability & Statistics / General
    MATHEMATICS / Applied
Author Bio

Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.

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.
  • Price: $210.00
  • Pages: 390
  • Carton Quantity: 16
  • Publisher: De Gruyter
  • Imprint: De Gruyter
  • Series: De Gruyter Series in Probability and Stochastics
  • Publication Date: 8th November 2021
  • Illustrations Note: 3 b/w and 1 col. ill.
  • ISBN: 9783110652796
  • Format: Hardcover
  • BISACs:
    BUSINESS & ECONOMICS / Finance / General
    MATHEMATICS / Probability & Statistics / General
    MATHEMATICS / Applied

Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.