Financial Mathematics

by Yuliya Mishura

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,...

• Format: Hardcover
• Language: English
• ISBN: 1785480464
• ISBN13: 9781785480461
• Release Date: February 2016
• Publisher: Iste Press - Elsevier
• Length: 194 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.6" x 6.1" x 9.1"