£135.64

De Gruyter Discrete-Time Approximations Financial Markets Book

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Description

Explore the intersection of probability theory and financial market modeling with this authoritative text from De Gruyter. As part of the De Gruyter Series in Probability and Stochastics, this volume provides a deep look into how mathematical concepts apply to real-world finance. This book focuses on discrete-time approximation and the qualitative properties of essential financial models. It offers rigorous insights into the Black-Scholes model and its various generalizations, making it a valuable resource for those studying the mathematical foundations of modern markets. By connecting stochastic theory to practical applications, this work helps readers understand the mechanics behind complex financial systems through a structured, mathematical lens.

Key Features

Covers discrete-time approximation methods used in modern financial market modeling.

Provides rigorous mathematical insights into the Black-Scholes model and its generalizations.

Part of the specialized De Gruyter Series in Probability and Stochastics.

Explores the real-life applications of probability theory and stochastics in finance.

Offers a detailed look at the qualitative properties of various financial models.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 November 2021
Listed Since
02 March 2020

Barcode

No barcode data available

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