Financial Mathematics - 9781785480461
ISTE Press - Elsevier
ISBN13:
9781785480461
$154.01
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage. With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view.
- | Author: Yuliya Mishura
- | Publisher: ISTE Press - Elsevier
- | Publication Date: Jan 26, 2016
- | Number of Pages: 194 pages
- | Language: English
- | Binding: Hardcover
- | ISBN-10: 1785480464
- | ISBN-13: 9781785480461
- Author:
- Yuliya Mishura
- Publisher:
- ISTE Press - Elsevier
- Publication Date:
- Jan 26, 2016
- Number of pages:
- 194 pages
- Language:
- English
- Binding:
- Hardcover
- ISBN-10:
- 1785480464
- ISBN-13:
- 9781785480461