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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
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
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