| 書目名稱 | Weak Convergence of Financial Markets |
| 編輯 | Jean-Luc Prigent |
| 視頻video | http://file.papertrans.cn/1022/1021356/1021356.mp4 |
| 概述 | Brief review of stochastic processes theory.Synthesis about all methods to prove weak convergence.Detailed examples.Includes supplementary material: |
| 叢書名稱 | Springer Finance |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2003 |
| 關(guān)鍵詞 | Finance; Hedging; Martingale; Semimartingale; Stochastic calculus; Stochastic processes; optimization; stoc |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-24831-6 |
| isbn_softcover | 978-3-642-07611-4 |
| isbn_ebook | 978-3-540-24831-6Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
| issn_series | 1616-0533 |
| copyright | Springer-Verlag Berlin Heidelberg 2003 |
|Archiver|手機(jī)版|小黑屋|
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