Discrete-Time Approximations and Limit Theorems : : In Applications to Financial Markets / / Yuliya Mishura, Kostiantyn Ralchenko.
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offe...
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Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2021 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2021] ©2021 |
Year of Publication: | 2021 |
Language: | English |
Series: | De Gruyter Series in Probability and Stochastics ,
2 |
Online Access: | |
Physical Description: | 1 online resource (XVI, 374 p.) |
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100 | 1 | |a Mishura, Yuliya, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
245 | 1 | 0 | |a Discrete-Time Approximations and Limit Theorems : |b In Applications to Financial Markets / |c Yuliya Mishura, Kostiantyn Ralchenko. |
264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2021] | |
264 | 4 | |c ©2021 | |
300 | |a 1 online resource (XVI, 374 p.) | ||
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520 | |a Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays. | ||
530 | |a Issued also in print. | ||
538 | |a Mode of access: Internet via World Wide Web. | ||
546 | |a In English. | ||
588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 02. Mai 2023) | |
650 | 0 | |a Finance |v Statistics. | |
650 | 0 | |a Finance |x Mathematical models. | |
650 | 0 | |a Probabilities. | |
650 | 0 | |a Stochastic analysis. | |
650 | 4 | |a Black-Scholes-Modell. | |
650 | 4 | |a Grenzwertsatz. | |
650 | 4 | |a Kreditmarkt. | |
650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
700 | 1 | |a Ralchenko, Kostiantyn, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
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