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Viac informácií o knihe Weak Convergence of Financial Markets

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Weak Convergence of Financial Markets
• Autor: J.-L. Prigent
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 424
• EAN: 9783540423331
• ISBN: 3540423338
• ID: 01563623
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 1760 g
• Rozmery: 235 × 155 × 29 mm
• Dátum vydania: 19. May 2003

Obľúbené z iného súdka

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