Discrete-Time Approximations and Limit Theorems
- Format
- Bog, hardback
- Engelsk
- 390 sider
Normalpris
kr. 1.759,95
Medlemspris
kr. 1.694,95
- Du sparer kr. 65,00
- Fri fragt
-
Leveringstid: 7-9 Hverdage (Sendes fra fjernlager) Forventet levering: 05-03-2026
- Kan pakkes ind og sendes som gave
Beskrivelse
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.
Detaljer
- SprogEngelsk
- Sidetal390
- Udgivelsesdato19-11-2021
- ISBN139783110652796
- Forlag De Gruyter
- MålgruppeFrom age 0
- FormatHardback
- Udgave1
Størrelse og vægt
10 cm
Anmeldelser
Vær den første!
Log ind for at skrive en anmeldelse.