Book Details


Martingales and Financial Mathematics in Discrete Time / Benoîte de Saporta, Mounir Zili

Publication year: 2022

ISBN: 1786306697

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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.

Subject: Mathematics & Statistics, Applied Mathematics, Martingales (Mathematics), Finance - Mathematical models