LEADER 02747nam 2200517 450 001 9910830545503321 005 20220901135503.0 010 $a1-119-88502-7 010 $a1-119-88503-5 010 $a1-119-88501-9 035 $a(MiAaPQ)EBC6837099 035 $a(Au-PeEL)EBL6837099 035 $a(CKB)20343300600041 035 $a(OCoLC)1292353831 035 $a(OCoLC)1294293665 035 $a(OCoLC-P)1294293665 035 $a(CaSebORM)9781786306692 035 $a(EXLCZ)9920343300600041 100 $a20220901d2021 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMartingales and financial mathematics in discrete time /$fBenoite de Saporta, Mounir Zili 205 $a1st edition. 210 1$aLondon ;$aHoboken, NJ :$cISTE Ltd :$cJohn Wiley and Sons Inc.,$d[2021] 210 4$dİ2021 215 $a1 online resource (233 pages) 311 08$aPrint version: de Saporta, Benote Martingales and Financial Mathematics in Discrete Time Newark : John Wiley & Sons, Incorporated,c2022 9781786306692 320 $aIncludes bibliographical references and index. 330 $aThis 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. 606 $aMartingales (Mathematics) 606 $aFinance$xMathematical models 615 0$aMartingales (Mathematics) 615 0$aFinance$xMathematical models. 676 $a519.287 700 $aSaporta$b Benoi?te de$01634587 702 $aZili$b Mounir 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910830545503321 996 $aMartingales and financial mathematics in discrete time$93974876 997 $aUNINA