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.

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 Ltd
  • Place of Publication:London
  • Language:eng
  • Publication Date:©2016

The Physical Object

  • Description:xiv, 179 pages ; : 23 cm

Edition Identifiers

  • ISBN:1785480464, 9781785480461
  • oclc:ocn945583966
  • LC Classification:HB135
  • Dewey Decimal:330.01/51

Subjects

Business mathematics Economics, Mathematical Mathématiques financières

Writers

Mishura, I︠U︡lii︠a︡ S.

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