Martingales and financial mathematics in discrete time
by
Saporta, Benoîte de, author.
Title
:
Martingales and financial mathematics in discrete time
Author
:
Saporta, Benoîte de, author.
ISBN
:
9781119885030
Physical Description
:
1 online resource.
Series
:
Mathematics and statistics
Contents
:
Front Matter -- Elementary Probabilities and an Introduction to Stochastic Processes -- Conditional Expectation -- Random Walks -- Martingales -- Financial Markets -- European Options -- American Options -- Solutions to Exercises and Practical Work -- References -- Index -- Other titles from iSTE in Mathematics and Statistics
Abstract
:
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.
Local Note
:
John Wiley and Sons
Subject Term
:
Martingales (Mathematics)
Finance -- Mathematical models.
Martingales (Mathématiques)
Finances -- Modèles mathématiques.
Finance -- Mathematical models
Added Author
:
Zili, Mounir,
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 597387-1001 | QA274.5 | | Wiley E-Kitap Koleksiyonu |