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Financial Mathematics: From Discrete to Continuous Time
Hardback

Financial Mathematics: From Discrete to Continuous Time

$356.99
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Thorough presentation of the problem of portfolio optimization, leading in a natural way to the Capital Market Theory Dynamic programming and the optimal portfolio selection-consumption problem through time An intuitive approach to Brownian motion and stochastic integral models for continuous time problems The Black-Scholes equation for simple European option values, derived in several different ways A chapter on several types of exotic options and one on material on the management of risk in several contexts

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MORE INFO
Format
Hardback
Publisher
Taylor & Francis Inc
Country
United States
Date
21 December 2022
Pages
428
ISBN
9781498780407

Thorough presentation of the problem of portfolio optimization, leading in a natural way to the Capital Market Theory Dynamic programming and the optimal portfolio selection-consumption problem through time An intuitive approach to Brownian motion and stochastic integral models for continuous time problems The Black-Scholes equation for simple European option values, derived in several different ways A chapter on several types of exotic options and one on material on the management of risk in several contexts

Read More
Format
Hardback
Publisher
Taylor & Francis Inc
Country
United States
Date
21 December 2022
Pages
428
ISBN
9781498780407