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Financial Mathematics

  • 1st Edition - January 26, 2016
  • Latest edition
  • Author: Yuliya Mishura
  • Language: English
  • Hardback ISBN:
    9 7 8 - 1 - 7 8 5 4 8 - 0 4 6 - 1
  • eBook ISBN:
    9 7 8 - 0 - 0 8 - 1 0 0 4 8 8 - 3

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 pr… Read more

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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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