Discrete time approximations and limit theorems : in applications to financial markets Frontmatter Introduction Contents Abbreviations and notations 1 Financial markets. From discrete to continuous time 2 Rate of convergence of asset and option prices 3 Limit theorems for markets with non random time varying coefficients 4 Convergence of stochastic integrals in application to financial markets A Essentials of calculus probability and stochastic processes Bibliography Index