£105.94

Springer - Weak Convergence of Financial Markets (Springer Finance)

Name: Springer - Weak Convergence of Financial Markets (Springer Finance)
Brand: Springer
Price: 105.94 GBP
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Description

Explore the mathematical foundations of modern finance with Weak Convergence of Financial Markets. This Springer Finance publication provides a detailed overview of the weak convergence of stochastic processes and how these concepts apply to the study of financial markets. The text is organized into three logical parts to guide your learning. It begins with a review of stochastic processes and stochastic calculus, with a specific focus on contiguity properties and the weak convergence of stochastic integrals. This mathematical foundation prepares readers for the advanced analysis found in the subsequent sections. In the second part, the book applies these mathematical principles to financial theory. It examines core market problems such as option pricing, hedging, and portfolio optimization. A significant focus is placed on understanding these problems through the lens of discrete-time approximations of continuous-time dynamics. This book serves as a technical resource for those studying the convergence points of financial theory and stochastic modeling.

Key Features

Comprehensive coverage of weak convergence for stochastic processes and their direct application to financial market studies.

Detailed mathematical review of stochastic calculus and stochastic processes to build a strong theoretical foundation.

Specialized focus on contiguity properties and the weak convergence of stochastic integrals for advanced technical study.

In-depth analysis of financial theory through the perspective of convergence methods.

Examination of core financial problems including portfolio optimization, option pricing, and hedging strategies.

Practical approach to analyzing discrete-time approximations of continuous-time dynamics in financial models.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3642076114
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Public
Domain: Amazon UK
Release Date: 21 October 2010
Listed Since: 20 September 2010

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Springer - Weak Convergence of Financial Markets (Springer Finance)

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