Discrete-Time Approximations and Limit Theorems : : In Applications to Financial Markets /

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
VerfasserIn:
Mishura, Yuliya,
Ralchenko, Kostiantyn,
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2021]
©2021
Year of Publication:2021
Language:English
Series:De Gruyter Series in Probability and Stochastics , 2
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Physical Description:1 online resource (XVI, 374 p.)
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id 9783110654240
lccn 2021943975
ctrlnum (DE-B1597)517900
(OCoLC)1280943233
collection bib_alma
record_format marc
spelling Mishura, Yuliya, author. aut http://id.loc.gov/vocabulary/relators/aut
Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko.
Berlin ; Boston : De Gruyter, [2021]
©2021
1 online resource (XVI, 374 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
De Gruyter Series in Probability and Stochastics , 2512-9007 ; 2
restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star
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.
Issued also in print.
Mode of access: Internet via World Wide Web.
In English.
Description based on online resource; title from PDF title page (publisher's Web site, viewed 02. Mai 2023)
Finance Statistics.
Finance Mathematical models.
Probabilities.
Stochastic analysis.
Black-Scholes-Modell.
Grenzwertsatz.
Kreditmarkt.
MATHEMATICS / Probability & Statistics / General. bisacsh
Ralchenko, Kostiantyn, author. aut http://id.loc.gov/vocabulary/relators/aut
Title is part of eBook package: De Gruyter DG Ebook Package English 2021 9783110750720
Title is part of eBook package: De Gruyter DG Plus DeG Package 2021 Part 1 9783110750706
Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2021 English 9783110754001
Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2021 9783110753776 ZDB-23-DGG
Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2021 English 9783110754131
Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2021 9783110753905 ZDB-23-DMA
EPUB 9783110652994
print 9783110652796
https://doi.org/10.1515/9783110654240
https://www.degruyter.com/isbn/9783110654240
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language English
format eBook
author Mishura, Yuliya,
Mishura, Yuliya,
Ralchenko, Kostiantyn,
spellingShingle Mishura, Yuliya,
Mishura, Yuliya,
Ralchenko, Kostiantyn,
Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets /
De Gruyter Series in Probability and Stochastics ,
author_facet Mishura, Yuliya,
Mishura, Yuliya,
Ralchenko, Kostiantyn,
Ralchenko, Kostiantyn,
Ralchenko, Kostiantyn,
author_variant y m ym
y m ym
k r kr
author_role VerfasserIn
VerfasserIn
VerfasserIn
author2 Ralchenko, Kostiantyn,
Ralchenko, Kostiantyn,
author2_variant k r kr
author2_role VerfasserIn
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author_sort Mishura, Yuliya,
title Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets /
title_sub In Applications to Financial Markets /
title_full Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko.
title_fullStr Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko.
title_full_unstemmed Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets / Yuliya Mishura, Kostiantyn Ralchenko.
title_auth Discrete-Time Approximations and Limit Theorems : In Applications to Financial Markets /
title_new Discrete-Time Approximations and Limit Theorems :
title_sort discrete-time approximations and limit theorems : in applications to financial markets /
series De Gruyter Series in Probability and Stochastics ,
series2 De Gruyter Series in Probability and Stochastics ,
publisher De Gruyter,
publishDate 2021
physical 1 online resource (XVI, 374 p.)
Issued also in print.
isbn 9783110654240
9783110750720
9783110750706
9783110754001
9783110753776
9783110754131
9783110753905
9783110652994
9783110652796
issn 2512-9007 ;
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG106
callnumber-sort HG 3106 M57 42022
genre_facet Statistics.
url https://doi.org/10.1515/9783110654240
https://www.degruyter.com/isbn/9783110654240
https://www.degruyter.com/document/cover/isbn/9783110654240/original
illustrated Not Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.01/5118
dewey-sort 3332.01 45118
dewey-raw 332.01/5118
dewey-search 332.01/5118
doi_str_mv 10.1515/9783110654240
oclc_num 1280943233
work_keys_str_mv AT mishurayuliya discretetimeapproximationsandlimittheoremsinapplicationstofinancialmarkets
AT ralchenkokostiantyn discretetimeapproximationsandlimittheoremsinapplicationstofinancialmarkets
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