scientific article; zbMATH DE number 6528204

MaRDI QIDQ3459689zbMATH OpenFDO

Authors Yuliya S. Mishura

Publication date 11 January 2016

Full work available at URL http://www.sciencedirect.com/science/book/9781785480461

zbMATH Keywords

quantitative financestochastic modelling of financial markets

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91Gxx)

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• Introduction to the mathematics of finance.
• Mathematics and Finance
• A didactic introduction to risk management via hedging in discrete and continuous time
• scientific article; zbMATH DE number 847292 (Why is no real title available?)
• Discrete-time approximations and limit theorems. In applications to financial markets
• scientific article; zbMATH DE number 7417712 (Why is no real title available?)
• The Black-Scholes-Merton model as an idealization of discrete-time economies
• Financial mathematics. A comprehensive treatment
• Financial Mathematics
• Martingales and financial mathematics in discrete time

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