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.
Reihe
Sprache
Verlagsort
Zielgruppe
Illustrationen
3
1 farbige Abbildung, 3 s/w Abbildungen
3 b/w and 1 col. ill.
Dateigröße
ISBN-13
978-3-11-065299-4 (9783110652994)
Schweitzer Klassifikation
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
