Only basic knowledge of probability theory is assumed; the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. Stochastic processes of common use in Mathematical finance are presented throughout the book, which consists of eleven chapters, interlacing on one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes.
Mathematical Methods for Financial Markets
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Настольная игра "Макроскоп". Интереснее, чем микроскоп. Многообразнее, чем калейдоскоп. Перед вами удивительный прибор, внутри которого спрятаны картинки, но вам видна1390 рубРаздел: Прочие
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