Financial Mathematics (ePub)
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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.
With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view.
- Calculations of Lower and upper prices, featuring practical examples
- The simplest functional limit theorem proved for transition from discrete to continuous time
- Learn how to optimize portfolio in the presence of risk factors
- Autor: Yuliya Mishura
- 2016, 194 Seiten, Englisch
- Verlag: Elsevier Science & Techn.
- ISBN-10: 0081004885
- ISBN-13: 9780081004883
- Erscheinungsdatum: 01.02.2016
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: ePub
- Größe: 3.09 MB
- Mit Kopierschutz
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