Financial Mathematics

Autor: Yuliya Mishura

Jazyk:

Vazba: Pevná

Vydavatel: ISTE Press Ltd - Elsevier Inc

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

2 916 Kč

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

Informace o knize

Autor

Yuliya Mishura

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2016

Stránek

194

EAN

9781785480461

ISBN

1785480464

Enbook ID

09928881

Vydavatel

ISTE Press Ltd - Elsevier Inc

Hmotnost

462

Rozměry

237 x 161 x 16

Kompletní 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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