Discrete-Time Approximations and Limit Theorems In Applications to Financial Markets |
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| Author:
| Mishura, Yuliya
Ralchenko, Kostiantyn |
| Series title: | De Gruyter Series in Probability and Stochastics Ser. |
| ISBN: | 978-3-11-065299-4 |
| Publication Date: | Oct 2021 |
| Publisher: | Walter de Gruyter GmbH
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| Book Format: | Ebook |
| List Price: | USD $145.00USD $182.99USD $150.00USD $192.99 |
Book Description:
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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.
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.