Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko.
Material type:
TextSeries: De Gruyter Series in Probability and Stochastics ; 2Publisher: Berlin ; Boston : De Gruyter, [2021]Copyright date: ©2021Description: 1 online resource (XVI, 374 p.)Content type: - 9783110652796
- 9783110652994
- 9783110654240
- 332.01/5118 23
- HG106 .M57 2022
- HG106 .M57 2022
- online - DeGruyter
- Issued also in print.
| Item type | Current library | Call number | URL | Status | Notes | Barcode | |
|---|---|---|---|---|---|---|---|
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)

