£73.44

Elsevier Financial Mathematics

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£74.28 £73.36 £73.56 £73.76 £73.96 £74.16 £74.36 26 April 2026 12 May 2026 28 May 2026 13 June 2026 29 June 2026

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Description

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 authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view. Calculations of Lower and upper prices, featuring practical examples The simplest functional limit theorem proved for transition from discrete to continuous time Learn how to optimize portfolio in the presence of risk factors

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 January 2016
Listed Since
14 September 2015

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