| Financial Mathematics Contributor(s): Mishura, Yuliya (Author) |
|
 |
ISBN: 1785480464 ISBN-13: 9781785480461 Publisher: Iste Press - Elsevier OUR PRICE: $128.70 Product Type: Hardcover Published: January 2016 |
| Additional Information |
| BISAC Categories: - Mathematics | Game Theory - Business & Economics | Finance - General - Business & Economics | Economics - General |
| Dewey: 330.015 |
| LCCN: 2017304042 |
| Physical Information: 0.6" H x 6.1" W x 9.1" (1.10 lbs) 194 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |