£135.64

De Gruyter Discrete-Time Approximations Financial Markets Book

Name: De Gruyter Discrete-Time Approximations Financial Markets Book
Brand: De Gruyter
Price: 135.64 GBP
Availability: InStock

Professional Finance

It has never been this cheap. We have no record of a lower price.

£136 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 22 days • 22 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 22 days • 1 price levels

Days at Price

Price Analysis

Most common price: £136 (22 days, 100.0%)

Price range: £136 - £136

Price levels: 1 different prices over 22 days

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

Brand: De Gruyter
Format: hardcover
ASIN: 311065279X
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 22 November 2021
Listed Since: 02 March 2020

Barcode

No barcode data available

De Gruyter Discrete-Time Approximations Financial Markets Book

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Discretization of Processes: 67 (Stochastic Modelling and Applied Probability, 67)

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Springer - Discretization of Processes: 67 (Stochastic Modelling)

Financial Derivatives: Pricing, Applications, and Mathematics

Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17)

Deterministic And Stochastic Topics In Computational Finance

The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies: 63 (Econometric Society Monographs, Series Number 63)

Mathematical Methods and Quantum Mathematics for Economics and Finance

Mathematical Methods and Quantum Mathematics for Economics and Finance

Probability and Random Processes with One Thousand Exercises in Probability

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Probability And Finance Theory (Second Edition): 2nd Edition

Financial Economics, Risk And Information (2nd Edition)

Arbitrage Theory In Discrete And Continuous Time

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)