The Leading eBooks Store Online 4,416,707 members ⚫ 1,552,143 ebooks

New to eBooks.com?

Learn more

Financial Mathematics

Financial Mathematics by Yuliya Mishura
Buy this eBook
US$ 99.99
(If any tax is payable it will be calculated and shown at checkout.)

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 examples
  • The simplest functional limit theorem proved for transition from discrete to continuous time
  • Learn how to optimize portfolio in the presence of risk factors
Elsevier Science; February 2016
194 pages; ISBN 9780081004883
Read online, or download in secure EPUB or secure PDF format
Title: Financial Mathematics
Author: Yuliya Mishura
 
Subject categories
ISBNs
9780081004883
9781785480461