Financial Mathematics

Yuliya Mishura author

Format:Hardback

Publisher:ISTE Press Ltd - Elsevier Inc

Published:25th Jan '16

Currently unavailable, and unfortunately no date known when it will be back

Financial Mathematics cover

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.

ISBN: 9781785480461

Dimensions: unknown

Weight: 330g

194 pages