Martingales and Financial Mathematics in Discrete Time is popular PDF and ePub book, written by Benoîte de Saporta in 2022-01-26, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Martingales and Financial Mathematics in Discrete Time can be Read Online from any device for your convenience.
Martingales and Financial Mathematics in Discrete Time Book PDF Summary
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time. The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master’s or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors. Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance
Detail Book of Martingales and Financial Mathematics in Discrete Time PDF
- Author : Benoîte de Saporta
- Release : 26 January 2022
- Publisher : John Wiley & Sons
- ISBN : 9781786306692
- Genre : Mathematics
- Total Page : 242 pages
- Language : English
- PDF File Size : 21,7 Mb
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