Yuliya Mishura, Kostiantyn Ralchenko

Discrete-Time Approximations and Limit Theorems (eBook, ePUB)

In Applications to Financial Markets

• Format: ePub

Produktbeschreibung

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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Produktdetails

• Verlag: Walter de Gruyter
• Seitenzahl: 390
• Erscheinungstermin: 25. Oktober 2021
• Englisch
• ISBN-13: 9783110652994
• Artikelnr.: 62769803

Autorenporträt

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