logo
Supporting your high street Find out how »
Basket Image

Basket

Financial Mathematics, Hardback Book

Description

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.

Information

  • Format: Hardback
  • Pages: 194 pages
  • Publisher: ISTE Press Ltd - Elsevier Inc
  • Publication Date:
  • Category: Finance
  • ISBN: 9781785480461

£90.00

£77.25

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops