

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
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