06-26-2024, 09:39 PM
pdf | 10.04 MB | English | Isbn:9783110652994 | Author: Yuliya Mishura, Kostiantyn Ralchenko | Year: 2021
About ebook: Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
Quote: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.
Category:Science & Technology, Mathematics, Probability Theory, Statistics