Weak Convergence of Financial Markets. This item is unavailable.
Language: English
Published by Springer, 2003
Series: Book 11 of 53 - Springer Finance
- Hardcover
- Used
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United KingdomPhatpocket Limited
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Condition: Used - Good
US$ 72.63
Item description from seller
Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
Seller Inventory # Z1-I-034-01698
- Title
- Weak Convergence of Financial Markets
- Author
- Prigent, Jean-Luc
- Publisher
- Springer
- Publication year
- 2003
- Condition
- Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3540423338
- ISBN 13
- 9783540423331
- Series
- Book 11 of 53: Springer Finance
"Synopsis" may belong to another edition of this title.
Review
From the reviews:
"A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. ... The third part deals with lattice- and tree-based computational procedures for option pricing ... . Includes detailed examples." (www.mathfinance.de, November, 2003)
"The book recalls techniques and results of weak convergence of stochastic processes in mathematical finance and covers a wide range of applications. ... For readers very well acquainted with the material, it may serve as a good reference book on the subject." (F. Esche, Short Book Reviews, Vol. 24 (1), 2004)
"About the title" may belong to another edition of this title.