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
Für Beruf und Forschung
US School Grade: College Graduate Student
Illustrationen
3
1 farbige Abbildung, 3 s/w Abbildungen
3 b/w and 1 col. ill.
Dateigröße
ISBN-13
978-3-11-065424-0 (9783110654240)
Schweitzer Klassifikation
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
