Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets

von Yuliya Mishura, Kostiantyn Ralchenko

374 Seiten, Hardcover

Kurzbeschreibung des Verlags

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: De Gruyter Series in Probability and Stochastics
• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9783110652796
• Sprache: Englisch
• Erscheinungsdatum: 08.11.2021
• Größe: 24 x 17 cm
• Verlag: De Gruyter