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Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets
- Publication Year :
- 2021
-
Abstract
- 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.
- Subjects :
- Finance--Mathematical models
Finance--Statistics
Probabilities
Stochastic analysis
Subjects
Details
- Language :
- English
- ISBNs :
- 9783110652796, 9783110652994, and 9783110654240
- Volume :
- 00002
- Database :
- eBook Index
- Journal :
- Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets
- Publication Type :
- eBook
- Accession number :
- 3063006