Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets (De Gruyter Series in Probability and Stochastics, 2) - Hardcover
Synopsis
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.
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About the Author
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
"About this title" may belong to another edition of this title.
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Hardback. Condition: New. 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. Seller Inventory # LU-9783110652796
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