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Financial Mathematics

By Yuliya Mishura
eBook
$99.99
By Yuliya Mishura
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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 ...

Categories

Science & TechnologyMathematicsMathematics - General & Miscellaneous