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Martingales and Financial Mathematics in Discrete Time
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 whi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Wiley-ISTE,
2022.
|
| Edición: | 1st edition. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | OR_on1294293665 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 211117s2022 enk go 000 0 eng d | ||
| 040 | |a UKAHL |b eng |e rda |c UKAHL |d ORMDA |d OCLCQ |d OCLCF | ||
| 020 | |a 9781119885016 |q (e-book) | ||
| 020 | |a 1119885019 | ||
| 020 | |z 9781786306692 | ||
| 035 | |a (OCoLC)1294293665 | ||
| 037 | |a 9781786306692 |b O'Reilly Media | ||
| 050 | 4 | |a QA274.5 | |
| 082 | 0 | 4 | |a 519.236 |2 23 |
| 082 | 0 | 4 | |a 519.236 |q OCoLC |2 23/eng/20230216 |
| 049 | |a UAMI | ||
| 100 | 1 | |a de Saporta, BenoAte, |e author. | |
| 245 | 1 | 0 | |a Martingales and Financial Mathematics in Discrete Time |c BenoAte de Saporta, Mounir Zili. |
| 250 | |a 1st edition. | ||
| 264 | 1 | |a London : |b Wiley-ISTE, |c 2022. | |
| 300 | |a 1 online resource | ||
| 520 | |a 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. The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master's or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors. Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Martingales (Mathematics) | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Martingales (Mathematics) |2 fast |0 (OCoLC)fst01010880 | |
| 700 | 1 | |a Zili, Mounir, |e author. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781786306692/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH39559642 | ||
| 994 | |a 92 |b IZTAP | ||