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Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets

Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets

Hardcover

Series: de Gruyter Probability and Stochastics, Book 2

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 311065279X
ISBN13: 9783110652796
Publisher: de Gruyter
Published: Nov 8 2021
Pages: 390
Weight: 1.85
Height: 1.10 Width: 6.70 Depth: 9.60
Language: English
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.

Also from

Mishura, Yuliya

Also in

Probability & Statistics