Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

The Interval Market Model in Mathematical Finance

The Interval Market Model in Mathematical Finance

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780817683887
Condition
New
Product Description

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance.These theories didaway with the standard stochastic geometric diffusion Samuelson market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approachesto complement or replace stochastic methods.Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methodsassembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely relatedmodeling techniquesfor an array of problems in mathematical economics. The book isdivided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory. This book providesa welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. Itis a worthwhile resource for researchers in applied mathematics and quantitative finance,and has also beenwritten in a manneraccessible to financially-inclined readers with a limited technical background.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

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
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

Cross-Media Service Delivery

$169.99

Perchlorate in the Environment

$129.00

Vocational Education

$149.00

Biography and History in Film

$139.99

A Semiotic Methodology for Animal Studies

$169.99

Katalog normierter Tiefpabertragungsfunktionen mit Tschebyscheffverhalten der Impulsantwort und de

$59.99

Strategic Planning for The Family Business

$99.99

Athletic Footwear and Orthoses in Sports Medicine

$39.99

Computer Safety, Reliability and Security

$39.99

Computer Engineering and Technology

$39.99

Wordsworth Chronology

$44.99

Laserspektroskopie 1

$59.99

George Eliot for the Twenty-First Century

$89.99

Neuronale Netze zur Analyse von nichtlinearen Strukturmodellen mit latenten Variablen

$59.99

Complexity and the Nexus of Leadership

$129.99

Fluvial Geomorphology of Great Britain

$169.00

Party and Government

$169.99

Beitrge zur Wissenssoziologie, Beitrge zur Religionssoziologie / Contributions to the Sociology of

$49.99

Qualitative Methods in International Relations

$109.99

Comparative Democratization and Peaceful Change in Single-Party-Dominant Countries

$39.99

Modell Bad Bank: Hintergrund - Konzept - Erfahrungen

$44.99

Re-Configurations

$59.99

Polymer Nanocomposites

$84.99

Cultures of the Abdomen

$39.99

Higher Education and Decolonization in Africa

$159.99

Perceived Brand Localness

$39.99

Database Anonymization

$37.99

Beginning R

$79.99

Alles um Liebe?

$59.99

Sentiment Analysis and its Application in Educational Data Mining

$39.99

Soziales Kompetenztraining

$79.99

Forschungsmethoden Landschaftsarchitekturtheorie

$54.99

Current Topics in Artificial Intelligence

$54.99

Myasthenia Gravis and Related Disorders

$219.99

Propriety and Prosperity

$109.99

Recent Advances in Structural Health Monitoring and Engineering Structures

$249.99

Electron Probe Microanalysis

$84.99

Cognitive Computing - ICCC 2024

$44.99

Reliable Distributed Systems

$109.99

Human Interaction with Graphs

$64.99