Springer Finance Series之Weak Convergence of Financial Markets

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed. Includes detailed examples.

本帖隐藏的内容

Weak Convergence of Financial Markets.pdf (30.34 MB, 需要: 30 个论坛币)

2015-4-21 13:23:14 上传

Springer Finance Series
需要: 30 个论坛币  [购买]

Editorial ReviewsReview

From the reviews:

"A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. … The third part deals with lattice- and tree-based computational procedures for option pricing … . Includes detailed examples." (www.mathfinance.de, November, 2003)
"The book recalls techniques and results of weak convergence of stochastic processes in mathematical finance and covers a wide range of applications. … For readers very well acquainted with the material, it may serve as a good reference book on the subject." (F. Esche, Short Book Reviews, Vol. 24 (1), 2004)


Product Details

• Series: Springer Finance
  
• Paperback: 424 pages
• Publisher: Springer; Softcover reprint of hardcover 1st ed. 2003 edition (December 15, 2010)
• Language: English
• ISBN-10: 3642076114
• ISBN-13: 978-3642076114
• Product Dimensions: 6 x 1 x 9 inches
  

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：Convergence financial converge Financia Springer Series

Thanks for sharing!

see.......................

thanks ...

thanks............................................

weak convergence 可以用来这么研究。。。这就是功力深看问题的深度啊

Thanks

thanks for your sharing

nice nice