Details
Discrete-Time Approximations and Limit Theorems
In Applications to Financial MarketsDe Gruyter Series in Probability and Stochastics, Band 2 1. Aufl.
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169,95 € |
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| Verlag: | De Gruyter |
| Format: | EPUB |
| Veröffentl.: | 25.10.2021 |
| ISBN/EAN: | 9783110652994 |
| Sprache: | englisch |
| Anzahl Seiten: | 390 |
DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.
Beschreibungen
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.
<p>"This book is an in-depth study of the relationship between discrete-time (‘real’) market models and their continuous-time counterparts, which are widely used in quantitative finance analysis due to their mathematical simplicity. […] In conclusion, "Discrete-Time Approximations and Limit Theorems" is a standout contribution to the study of option pricing and hedging problems for both discrete-time and continuous-time models. The book's thoroughness and rigor make it an indispensable reference for researchers and practitioners in the field of quantitative finance." </p>
<p><em>Prof. Dr. Elisa Alòs, Barcelona School of Economics, Spain, July 2023</em> </p>
<p><em>Prof. Dr. Elisa Alòs, Barcelona School of Economics, Spain, July 2023</em> </p>
<p><strong>Yuliya Mishura</strong> and <strong>Kostiantyn Ralchenko</strong>, Taras Shevchenko National University of Kyiv, Ukraine. </p>
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