Discrete-time approximations and limit theorems: in applications to financial markets
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offe...
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| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston
De Gruyter
[2022]
|
| Schriftenreihe: | De Gruyter series in probability and stochastics
Volume 2 |
| Schlagworte: | |
| Online-Zugang: | DE-1043 DE-1046 DE-858 DE-898 DE-859 DE-860 DE-91 DE-473 DE-20 DE-706 DE-739 URL des Erstveröffentlichers |
| Zusammenfassung: | Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays |
| Beschreibung: | 1 Online-Ressource (VI, 373 Seiten) |
| ISBN: | 9783110654240 9783110652994 |
| DOI: | 10.1515/9783110654240 |
Internformat
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Datensatz im Suchindex
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| author | Mišura, Julija S. 1952- Ralchenko, Kostiantyn 1984- |
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| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| doi_str_mv | 10.1515/9783110654240 |
| format | Electronic eBook |
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| id | DE-604.BV047598972 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T18:36:37Z |
| indexdate | 2025-02-19T17:31:44Z |
| institution | BVB |
| isbn | 9783110654240 9783110652994 |
| language | English |
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| publishDate | 2022 |
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| series | De Gruyter series in probability and stochastics |
| series2 | De Gruyter series in probability and stochastics |
| spelling | Mišura, Julija S. 1952- Verfasser (DE-588)1050691563 aut Discrete-time approximations and limit theorems in applications to financial markets Yuliya Mishura, Kostiantyn Ralchenko Berlin ; Boston De Gruyter [2022] © 2022 1 Online-Ressource (VI, 373 Seiten) txt rdacontent c rdamedia cr rdacarrier De Gruyter series in probability and stochastics Volume 2 Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays Black-Scholes-Modell Grenzwertsatz Kreditmarkt MATHEMATICS / Probability & Statistics / General bisacsh Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Zeitdiskrete Approximation (DE-588)4401310-3 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Finanzmathematik (DE-588)4017195-4 s Black-Scholes-Modell (DE-588)4206283-4 s Zeitdiskrete Approximation (DE-588)4401310-3 s Grenzwertsatz (DE-588)4158163-5 s Ökonometrisches Modell (DE-588)4043212-9 s Optionspreistheorie (DE-588)4135346-8 s DE-604 Ralchenko, Kostiantyn 1984- Verfasser (DE-588)1159933170 aut Erscheint auch als Druck-Ausgabe 978-3-11-065279-6 (DE-604)BV047568334 De Gruyter series in probability and stochastics Volume 2 (DE-604)BV044781972 2 https://doi.org/10.1515/9783110654240 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Mišura, Julija S. 1952- Ralchenko, Kostiantyn 1984- Discrete-time approximations and limit theorems in applications to financial markets De Gruyter series in probability and stochastics Black-Scholes-Modell Grenzwertsatz Kreditmarkt MATHEMATICS / Probability & Statistics / General bisacsh Optionspreistheorie (DE-588)4135346-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Zeitdiskrete Approximation (DE-588)4401310-3 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4073788-3 (DE-588)4401310-3 (DE-588)4206283-4 (DE-588)4017195-4 (DE-588)4043212-9 (DE-588)4158163-5 |
| title | Discrete-time approximations and limit theorems in applications to financial markets |
| title_auth | Discrete-time approximations and limit theorems in applications to financial markets |
| title_exact_search | Discrete-time approximations and limit theorems in applications to financial markets |
| title_exact_search_txtP | Discrete-time approximations and limit theorems in applications to financial markets |
| title_full | Discrete-time approximations and limit theorems in applications to financial markets Yuliya Mishura, Kostiantyn Ralchenko |
| title_fullStr | Discrete-time approximations and limit theorems in applications to financial markets Yuliya Mishura, Kostiantyn Ralchenko |
| title_full_unstemmed | Discrete-time approximations and limit theorems in applications to financial markets Yuliya Mishura, Kostiantyn Ralchenko |
| title_short | Discrete-time approximations and limit theorems |
| title_sort | discrete time approximations and limit theorems in applications to financial markets |
| title_sub | in applications to financial markets |
| topic | Black-Scholes-Modell Grenzwertsatz Kreditmarkt MATHEMATICS / Probability & Statistics / General bisacsh Optionspreistheorie (DE-588)4135346-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Zeitdiskrete Approximation (DE-588)4401310-3 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| topic_facet | Black-Scholes-Modell Grenzwertsatz Kreditmarkt MATHEMATICS / Probability & Statistics / General Optionspreistheorie Zeitdiskrete Approximation Finanzmathematik Ökonometrisches Modell |
| url | https://doi.org/10.1515/9783110654240 |
| volume_link | (DE-604)BV044781972 |
| work_keys_str_mv | AT misurajulijas discretetimeapproximationsandlimittheoremsinapplicationstofinancialmarkets AT ralchenkokostiantyn discretetimeapproximationsandlimittheoremsinapplicationstofinancialmarkets |