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Mishura, Yuliya

Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko. - 1 online resource (XVI, 374 p.) - De Gruyter Series in Probability and Stochastics , 2 2512-9007 ; .

restricted access http://purl.org/coar/access_right/c_16ec

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.




Mode of access: Internet via World Wide Web.


In English.

ISBN: 9783110652796 9783110652994 9783110654240

Standard No.: 10.1515/9783110654240 doi

LCCN: 2021943975

Subjects--Topical Terms:
Finance--Statistics.
Finance--Mathematical models.
Probabilities.
Stochastic analysis.
Black-Scholes-Modell.
Grenzwertsatz.
Kreditmarkt.
MATHEMATICS / Probability & Statistics / General.

LC Class. No.: HG106 / .M57 2022 HG106 / .M57 2022

Dewey Class. No.: 332.01/5118