| 2016-02-01 | 2016-02-01 | File type: PDF||About the Author|Yuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stoch
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,...
You can specify the type of files you want, for your gadget.Financial Mathematics | Yuliya Mishura. I was recommended this book by a dear friend of mine.
