Discrete Models of Financial Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete Models of Financial Markets write by P. E. Kopp. This book was released on 2014-05-14. Discrete Models of Financial Markets available in PDF, EPUB and Kindle. An excellent basis for further study. Suitable even for readers with no mathematical background.
Discrete Models of Financial Markets
Discrete Models of Financial Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete Models of Financial Markets write by Marek Capiński. This book was released on 2012. Discrete Models of Financial Markets available in PDF, EPUB and Kindle. "This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems"--
Discrete Models of Financial Markets
Discrete Models of Financial Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete Models of Financial Markets write by Marek Capiński. This book was released on 2012-02-23. Discrete Models of Financial Markets available in PDF, EPUB and Kindle. An excellent basis for further study. Suitable even for readers with no mathematical background.
Discrete-Time Approximations and Limit Theorems
Discrete-Time Approximations and Limit Theorems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete-Time Approximations and Limit Theorems write by Yuliya Mishura. This book was released on 2021-10-25. Discrete-Time Approximations and Limit Theorems available in PDF, EPUB and Kindle. 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.
Discrete-Time Approximations and Limit Theorems
Discrete-Time Approximations and Limit Theorems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete-Time Approximations and Limit Theorems write by Yuliya Mishura. This book was released on 2021-10-25. Discrete-Time Approximations and Limit Theorems available in PDF, EPUB and Kindle. The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of modern probability theory and stochastics, along with their numerous applications in other parts of mathematics, physics and informatics, in economics and finance, and in the life sciences. The aim of the series is to present recent research results in the form of authoritative and comprehensive works that will serve the probability and stochastics community as basis for further research. Editorial Board Itai Benjamini, Weizmann Institute of Science, Israel Jean Bertoin, Universität Zürich, Switzerland Michel Ledoux, Université de Toulouse, France René L. Schilling, Technische Universität Dresden, Germany
