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Book synopsis

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

Book details

Book category Books in English Mathematics & science Mathematics

• Full title: Financial Mathematics
• Author: Yuliya Mishura
• Language: English
• Binding: Hardback
• Number of pages: 194
• EAN: 9781785480461
• ISBN: 1785480464
• ID: 09928881
• Publisher: ISTE Press Ltd - Elsevier Inc
• Weight: 462 g
• Dimensions: 161 × 237 × 16 mm
• Date of publishing: 25. January 2016

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