Copied Weak Convergence of Financial Markets
Weak Convergence of Financial Markets
A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$129.00 | $129.00 |
|
$129.00 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
China Satellite Navigation Conference (CSNC) 2013 Proceedings
$219.99
Elektronisches Messen
$69.99
Calculus of Variations
$84.99
The Eurocurrency Markets, Domestic Financial Policy and International Instability
$59.99
Systems Analysis Tools for Better Health Care Delivery
$54.99
Dry Scrubbing Technologies for Flue Gas Desulfurization
$219.99
Inequalities for Differential Forms
$109.99
Reading U.S. Latina Writers
$54.99
Advances in Cryptology CRYPTO 95
$39.99
Efficient Joint Analysis of Surface Waves and Introduction to Vibration Analysis: Beyond the Clichs
$159.99
Hydrobiology of the Mangal
$219.99
Religion and the Science of Human Nature in the Scottish Enlightenment
$119.99
On the Construction of Engineering Handbooks
$54.99
Roman Love Elegy and the Eros of Empire
$139.99
Aging Masculinities in Contemporary U.S. Fiction
$109.99
SAS for Epidemiologists
$129.99
Selbstorganisation ein Paradigma fr die Humanwissenschaften
$84.99
Cabinets in Western Europe
$169.99
Optimisation of ZnO Thin Films
$109.99
Engineering Frontiers
$149.00
Chinese Aid and African Development
$109.99
Autonomes Lernen und Weisheit
$39.99
Consumer Engineering, 1920s1970s
$69.99
Kontrolle von Mindestlhnen
$44.99
Stories of Progressive Institutional Change
$64.99
Nuclear Medicine and Immunology
$159.99
I Can Be Anything!
$4.46
Peekaboo: Peekaboo Senses
$6.71
Database Systems for Advanced Applications
$79.99
Multimedia-PCs fr telekooperatives Arbeiten
$59.99
Emerging Applications of Number Theory
$84.99
Fundamentals of Gas Phase Ion Chemistry
$219.99
Unintended Consequences of Domestic Violence Law
$99.99
Taiwan Education at the Crossroad
$54.99
Anschauliche Geometrie
$89.99
World and Worldhood / Monde et Mondanit
$109.99
Abstracts of the 65th congress of the German Society of Neurology
$54.99
Astronomy: a Handbook
$84.99
Smart Card Research and Advanced Applications
$54.99
Stanztechnik
$59.99
