LEADER 02578nam 2200541 450 001 9910554262703321 005 20221212002239.0 010 $a3-11-065299-4 010 $a3-11-065424-5 024 7 $a10.1515/9783110654240 035 $a(CKB)5400000000009443 035 $a(DE-B1597)517900 035 $a(OCoLC)1280943233 035 $a(DE-B1597)9783110654240 035 $a(MiAaPQ)EBC6995786 035 $a(Au-PeEL)EBL6995786 035 $a(EXLCZ)995400000000009443 100 $a20221212d2022 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aDiscrete-time approximations and limit theorems $ein applications to financial markets /$fYuliya Mishura, Kostiantyn Ralchenko 210 1$aBerlin, Germany :$cWalter de Gruyter GmbH,$d[2022] 210 4$dİ2022 215 $a1 online resource (XVI, 374 p.) 225 1 $aDe Gruyter series in probability and stochastics ;$vVolume 2 311 $a3-11-065279-X 320 $aIncludes bibliographical references and index. 327 $tFrontmatter -- $tIntroduction -- $tContents -- $tAbbreviations and notations -- $t1 Financial markets. From discrete to continuous time -- $t2 Rate of convergence of asset and option prices -- $t3 Limit theorems for markets with non-random time-varying coefficients -- $t4 Convergence of stochastic integrals in application to financial markets -- $tA Essentials of calculus, probability, and stochastic processes -- $tBibliography -- $tIndex 330 $aFinancial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays. 410 0$aDe Gruyter series in probability and stochastics ;$vVolume 2. 606 $aDiscrete-time systems 606 $aFinance$xMathematical models 615 0$aDiscrete-time systems. 615 0$aFinance$xMathematical models. 676 $a003 686 $aSK 980$qDE-16$2rvk 700 $aMishura$b I?U?lii?a? S.$0313976 702 $aRalchenko$b Kostiantyn 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910554262703321 996 $aDiscrete-Time Approximations and Limit Theorems$92839552 997 $aUNINA