Weak Convergence of Financial Markets
Language: English
Published by Springer, Springer Spektrum Mai 2003, 2003
Series: Book 11 of 53 - Springer Finance
- Hardcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Condition: New
£ 141.92
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Add to basketItem description from seller
This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 442 pp. Englisch.
Seller Inventory # 9783540423331
- Title
- Weak Convergence of Financial Markets
- Author
- Jean-Luc Prigent
- Publisher
- Springer, Springer Spektrum Mai 2003
- Publication year
- 2003
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 3540423338
- ISBN 13
- 9783540423331
- Item weight
- 825 grams
- Dimensions
- 241x160x29 mm
- Series
- Book 11 of 53: Springer Finance
"Synopsis" may belong to another edition of this title.
Review
From the reviews:
"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 third part deals with lattice- and tree-based computational procedures for option pricing ... . Includes detailed examples." (www.mathfinance.de, November, 2003)
"The book recalls techniques and results of weak convergence of stochastic processes in mathematical finance and covers a wide range of applications. ... For readers very well acquainted with the material, it may serve as a good reference book on the subject." (F. Esche, Short Book Reviews, Vol. 24 (1), 2004)
"About the title" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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