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Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko.

By: Contributor(s): Material type: TextTextSeries: De Gruyter Series in Probability and Stochastics ; 2Publisher: Berlin ; Boston : De Gruyter, [2021]Copyright date: ©2021Description: 1 online resource (XVI, 374 p.)Content type:
Media type:
Carrier type:
ISBN:
  • 9783110652796
  • 9783110652994
  • 9783110654240
Subject(s): DDC classification:
  • 332.01/5118 23
LOC classification:
  • HG106 .M57 2022
  • HG106 .M57 2022
Other classification:
  • online - DeGruyter
Online resources: Available additional physical forms:
  • Issued also in print.
Summary: 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.
Holdings
Item type Current library Call number URL Status Notes Barcode
eBook eBook Biblioteca "Angelicum" Pont. Univ. S.Tommaso d'Aquino Nuvola online online - DeGruyter (Browse shelf(Opens below)) Online access Not for loan (Accesso limitato) Accesso per gli utenti autorizzati / Access for authorized users (dgr)9783110654240

restricted access online access with authorization star

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.

Issued also in print.

Mode of access: Internet via World Wide Web.

In English.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 02. Mai 2023)