Weak Convergence of Financial Markets: With 8 Figures and 1 Table (Springer Finance) - Hardcover

Buch 11 von 53: Springer Finance

Prigent, Jean-Luc

 
9783540423331: Weak Convergence of Financial Markets: With 8 Figures and 1 Table (Springer Finance)
Hardcover
ISBN 10: 3540423338 ISBN 13: 9783540423331
Verlag: Springer, 2003

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2003
Sprache
Englisch
ISBN 10 
3540423338
ISBN 13 
9783540423331
Einband
Gebundene Ausgabe
Anzahl der Seiten
438
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

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Vorgestellte Ausgabe

ISBN 10:  3642076114 ISBN 13:  9783642076114
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Softcover