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Financial Mathematics

Financial Mathematics

Hardcover

EconomicsInvesting & FinanceGeneral Mathematics

ISBN10: 1785480464
ISBN13: 9781785480461
Publisher: Iste Press - Elsevier
Published: Jan 26 2016
Pages: 194
Weight: 1.10
Height: 0.60 Width: 6.10 Depth: 9.10
Language: English

Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage.

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General Mathematics