Beschreibung
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.
Autorenporträt
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
Herstellerkennzeichnung:
Walter de Gruyter GmbH
De Gruyter GmbH
Genthiner Strasse 13
10785 Berlin
DE
E-Mail: productsafety@degruyterbrill.com
