Discrete-Time Approximations and Limit Theorems In Applications to Financial Markets by Yuliya S Mishura PDF | 3.11 MB
390 Pages
Title: Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
Author: Yuliya Mishura, Kostiantyn Ralchenko
Description:
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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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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