£126.95

Springer Weak Convergence of Financial Markets - Finance Book

Name: Springer Weak Convergence of Financial Markets - Finance Book
Brand: Springer
Price: 126.95 GBP
Availability: InStock

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Description

Explore the mathematical foundations of stochastic processes and their direct impact on financial market analysis with this Springer Finance publication. This book provides a deep look into the weak convergence of stochastic processes, offering a structured approach to understanding complex market dynamics. The text is organized into three distinct parts to guide your learning. It begins with a review of stochastic calculus and stochastic processes, with a specific focus on contiguity properties and the weak convergence of stochastic integrals. This mathematical groundwork prepares readers for the practical applications found in the subsequent sections. In the second part, the focus shifts to financial theory through the lens of convergence. You will examine key industry problems including option pricing, hedging, and portfolio optimization. The book is particularly useful for studying how discrete-time approximations relate to continuous-time dynamics, making it a valuable resource for those studying the mathematical side of finance and accounting.

Key Features

Comprehensive mathematical foundation covering stochastic processes and stochastic calculus for advanced study.

Detailed analysis of contiguity properties and the weak convergence of stochastic integrals.

Practical application of financial theory through a convergence-based perspective.

In-depth examination of core financial problems like portfolio optimization and option pricing.

Specialized focus on hedging techniques and discrete-time approximations of continuous-time dynamics.

Includes 8 figures and 1 table to support the technical content and visual learning.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3540423338
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Public
Domain: Amazon UK
Release Date: 19 May 2003
Listed Since: 12 January 2007

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Springer Weak Convergence of Financial Markets - Finance Book

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