Martingales and financial mathematics in discrete time
- المؤلف
- Benoîte de Saporta, Mounir Zili
- سنة النشر
- 2022
- الناشر
- Wiley-ISTE
- لغة الملف
- انكليزي
- نوع الملف
- Book
- تصنيف الكتاب
- Business Administration
- تحميل الكتاب قراءة الكتاب
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.
الكلمات المفتاحية: Mathematics & Statistics / Applied Mathematics / Martingales (Mathematics) / Finance - Mathematical models
