Discrete Models of Financial Markets

An excellent basis for further study. Suitable even for readers with no mathematical background.

An excellent basis for further study. Suitable even for readers with no mathematical background.

"This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively

This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built up

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applicatio

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first re

"This book offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ord

Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-ti

An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and econom

Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.