Stochastic Finance
Subtitle: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)
Publisher: Walter de Gruyter Inc
Published: August 1, 2002
Language: eng
Format: Hardcover
Number of pages: 400
ISBN-13: 9783110171198
Subjects: Finance; Stochastics; Stochastic analysis; General; Business / Economics / Finance; Statistical methods; Probabilities
First sentence: In this chapter, we study the mathematical structure of a simple one-period model of a financial market.