Financial mathematics

Financial mathematics

by Mishura, I︠U︡lii︠a︡ S.

Type Book
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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 aut…

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Title Statements

  • Full title :Financial mathematics / Yuliya Mishura ; Coordinated by Nikolaos Limnios, and Yuliya Mishura.

Summary

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.--

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Edition Statements

  • Publication Date:2016.

Publication Statements

  • Publisher(s):ISTE Press/Elsevier
  • Place of Publication:London
  • Language:eng
  • Publication Date:2016.

Notes

"Optimization in insurance and finance set."

The Physical Object

  • Description:xiv, 179 pages : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:1785480464, 9781785480461
  • oclc:ocn921867019
  • LC Classification:HB135
  • Dewey Decimal:330.01/51

Table of Contents

Financial markets with discrete time -- Financial markets with continuous time.

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Subjects

Business mathematics Economics, Mathematical Mathématiques financières

Writers

Mishura, I︠U︡lii︠a︡ S.

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