02747nam 2200517 450 991083054550332120220901135503.01-119-88502-71-119-88503-51-119-88501-9(MiAaPQ)EBC6837099(Au-PeEL)EBL6837099(CKB)20343300600041(OCoLC)1292353831(OCoLC)1294293665(OCoLC-P)1294293665(CaSebORM)9781786306692(EXLCZ)992034330060004120220901d2021 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierMartingales and financial mathematics in discrete time /Benoite de Saporta, Mounir Zili1st edition.London ;Hoboken, NJ :ISTE Ltd :John Wiley and Sons Inc.,[2021]©20211 online resource (233 pages)Print version: de Saporta, Benote Martingales and Financial Mathematics in Discrete Time Newark : John Wiley & Sons, Incorporated,c2022 9781786306692 Includes bibliographical references and index.This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time. The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master's or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors. Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance.Martingales (Mathematics)FinanceMathematical modelsMartingales (Mathematics)FinanceMathematical models.519.287Saporta Benoîte de1634587Zili MounirMiAaPQMiAaPQMiAaPQBOOK9910830545503321Martingales and financial mathematics in discrete time3974876UNINA