eBook - ePub
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
- 390 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
About this book
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.
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Information
Topic
MathématiquesSubtopic
FinanceTable of contents
- Title Page
- Copyright
- Contents
- 1 Financial markets. From discrete to continuous time
- 2 Rate of convergence of asset and option prices
- 3 Limit theorems for markets with non-random time-varying coefficients
- 4 Convergence of stochastic integrals in application to financial markets
- Subject Index
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Yes, you can access Discrete-Time Approximations and Limit Theorems by Yuliya Mishura,Kostiantyn Ralchenko in PDF and/or ePUB format, as well as other popular books in Mathématiques & Finance. We have over 1.5 million books available in our catalogue for you to explore.