Financial Mathematics

Autor: Yuliya Mishura

Jazyk:

Väzba: Pevná

Vydavateľ: ISTE Press Ltd - Elsevier Inc

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

126.12 €

Finance Mathematics is devoted to financial markets both with discrete and continuous time, explorin...

Informácie o knihe

Autor

Yuliya Mishura

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2016

Stránok

194

EAN

9781785480461

ISBN

1785480464

Enbook ID

09928881

Vydavateľ

ISTE Press Ltd - Elsevier Inc

Hmotnosť

462

Rozmery

237 x 161 x 16

Kompletný popis

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. Calculations of Lower and upper prices, featuring practical examplesThe simplest functional limit theorem proved for transition from discrete to continuous timeLearn how to optimize portfolio in the presence of risk factors

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Financial Mathematics

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