Verfügbarkeit: Discrete-time approximations and limit theorems

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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Bibliographische Detailangaben
Hauptverfasser:	Mišura, Julija S. 1952- (VerfasserIn), Ralchenko, Kostiantyn 1984- (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin ; Boston De Gruyter [2022]
Schriftenreihe:	De Gruyter series in probability and stochastics Volume 2
Schlagworte:	Black-Scholes-Modell Grenzwertsatz Kreditmarkt MATHEMATICS / Probability & Statistics / General Zeitdiskrete Approximation Optionspreistheorie Ökonometrisches Modell Finanzmathematik
Online-Zugang:	FAB01 FAW01 FCO01 FHA01 FHR01 FKE01 FLA01 TUM01 UBG01 UBW01 UBY01 UPA01 Volltext
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

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MARC


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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 Zeitdiskrete Approximation (DE-588)4401310-3 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 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 Zeitdiskrete Approximation (DE-588)4401310-3 gnd Grenzwertsatz (DE-588)4158163-5 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzmathematik (DE-588)4017195-4 gnd Kreditmarkt (DE-588)4073788-3 gnd
subject_GND	(DE-588)4401310-3 (DE-588)4158163-5 (DE-588)4206283-4 (DE-588)4135346-8 (DE-588)4043212-9 (DE-588)4017195-4 (DE-588)4073788-3
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 Zeitdiskrete Approximation (DE-588)4401310-3 gnd Grenzwertsatz (DE-588)4158163-5 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Finanzmathematik (DE-588)4017195-4 gnd Kreditmarkt (DE-588)4073788-3 gnd
topic_facet	Black-Scholes-Modell Grenzwertsatz Kreditmarkt MATHEMATICS / Probability & Statistics / General Zeitdiskrete Approximation Optionspreistheorie Ökonometrisches Modell Finanzmathematik
url	https://doi.org/10.1515/9783110654240
volume_link	(DE-604)BV044781972
work_keys_str_mv	AT misurajulijas discretetimeapproximationsandlimittheoremsinapplicationstofinancialmarkets AT ralchenkokostiantyn discretetimeapproximationsandlimittheoremsinapplicationstofinancialmarkets

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