eBook - ePub

Financial Mathematics

Name: Financial Mathematics
Author: Yuliya Mishura

Yuliya Mishura,

194 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Financial Mathematics

Yuliya Mishura,

About this book

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.- Calculations of Lower and upper prices, featuring practical examples- The simplest functional limit theorem proved for transition from discrete to continuous time- Learn how to optimize portfolio in the presence of risk factors

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Yes, you can access Financial Mathematics by Yuliya Mishura in PDF and/or ePUB format, as well as other popular books in Mathematics & Game Theory. We have over one million books available in our catalogue for you to explore.