Financial Mathematics

Financial Mathematics

Yuliya Mishura, "Financial Mathematics"
English | ISBN: 1785480464 | 2016 | 194 pages | PDF | 2 MB

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. * Calculations of Lower and upper prices, featuring practical examples* The simplest functional limit theorem proved for transition from discrete to continuous time* Learn how to optimize portfolio in the presence of risk factors





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