£74.28

Elsevier Financial Mathematics

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£77.79 £72.38 £73.56 £74.74 £75.92 £77.10 £78.28 09 June 2024 10 November 2024 13 April 2025 14 September 2025 15 February 2026

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21 days 44 days · current 277 days 185 days 27 days 63 days 0 69 139 208 277 £73 £74 £75 £76 £77 £78 Days at Price

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Most common price: £75 (277 days, 44.9%)

Price range: £73 - £78

Price levels: 6 different prices over 617 days

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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