ISBN: 9783110652796 - discrete-time approximations and limit theorems: in applications to financial markets (de gruyter series in probability and stochastics, 2) (8 Ergebnisse)

Zustand: New. In English.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Buch. Zustand: Neu. Neuware - 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.…

Zustand: New. The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of modern probability theory and stochastics, along with their numerous applications in othe.

Zustand: New.

Hardcover. Zustand: Brand New. 292 pages. 9.45x6.69x1.06 inches. In Stock.

Buch. Zustand: Neu. Discrete-Time Approximations and Limit Theorems | In Applications to Financial Markets | Yuliya Mishura (u. a.) | Buch | XVI | Englisch | 2021 | De Gruyter | EAN 9783110652796 | Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, 10785 Berlin, productsafety[at]degruyterbrill[dot]com | Anbieter: preigu.…

Zustand: New. 2021. Hardcover. . . . . . Books ship from the US and Ireland.