Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets by Yuliya S. Mishura PDF

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Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets by Yuliya S. Mishura PDF

Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.

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