Financial Mathematics

Nonfiction, Science & Nature, Mathematics, Game Theory
Cover of the book Financial Mathematics by Yuliya Mishura, Elsevier Science
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Author: Yuliya Mishura ISBN: 9780081004883
Publisher: Elsevier Science Publication: February 1, 2016
Imprint: ISTE Press - Elsevier Language: English
Author: Yuliya Mishura
ISBN: 9780081004883
Publisher: Elsevier Science
Publication: February 1, 2016
Imprint: ISTE Press - Elsevier
Language: English

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, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view.

  • Calculations of Lower and upper prices, featuring practical examples
  • The simplest functional limit theorem proved for transition from discrete to continuous time
  • Learn how to optimize portfolio in the presence of risk factors
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from mathematical and from financial point of view.

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