Financial Mathematics by Yuliya Mishura

Financial Mathematics

byYuliya Mishura

Kobo ebook | February 1, 2016

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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 examples
  • The simplest functional limit theorem proved for transition from discrete to continuous time
  • Learn how to optimize portfolio in the presence of risk factors
Title:Financial MathematicsFormat:Kobo ebookPublished:February 1, 2016Publisher:Elsevier ScienceLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0081004885

ISBN - 13:9780081004883

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