Martingales and Financial Mathematics in Discrete Time

PDF
Mark as finished
How to read the book after purchase
  • Read only on LitRes Read
Book description

This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time.<br /><br />The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master’s or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors.<br /><br /><i>Martingales and Financial Mathematics in Discrete Time</i> is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance

Detailed info
Age restriction:
0+
Size:
233 pp.
ISBN:
9781119885016
Total size:
6 MB
Total number of pages:
233
Page size:
x мм
Publisher:
Wiley
Copyright:
John Wiley & Sons Limited
Martingales and Financial Mathematics in Discrete Time — read a free preview online. Leave comments and reviews, vote for your favorite.

Отзывы

Сначала популярные

Оставьте отзыв