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Discrete-Time Approximations and Limit Theorems
Yuliya Mishura
Discrete-Time Approximations and Limit Theorems
Yuliya Mishura
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.
Media | Książki Hardcover Book (Książka z twardym grzbietem i okładką) |
Wydane | 8 listopada 2021 |
ISBN13 | 9783110652796 |
Wydawcy | De Gruyter |
Strony | 390 |
Wymiary | 170 × 240 × 22 mm · 839 g |
Język | English |
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