Posted by **AvaxGenius** at Jan. 3, 2021

English | PDF | 2005 | 721 Pages | ISBN : 3540209662 | 6.8 MB

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model.

Posted by **ELK1nG** at April 12, 2023

Published 4/2023

MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz

Language: English | Size: 716.16 MB | Duration: 2h 20m

Stop wasting time on Paid trading Bots - Create your own Binance Futures Bot and take control of your trading strategy !

Posted by **leonardo78** at May 21, 2018

Language: English | 2011 | ISBN: 8847017807 | 721 pages | PDF | 6,5 MB

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing.

Posted by **yoyoloit** at Oct. 24, 2021

by Yoichi Nishiyama

English | 2021 | ISBN: 1466582812 | 260 pages | True PDF | 4.85 MB

Posted by **interes** at June 10, 2017

English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3,3 MB

Posted by **AvaxGenius** at May 13, 2018

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **AvaxGenius** at April 21, 2018

English | PDF(Repost),EPUB | 2012 | 494 Pages | ISBN : 3642298796 | 11.86 MB

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **AvaxGenius** at June 5, 2018

English | PDF,EPUB | 2018 | 457 Pages | ISBN : 331977820X | 11.03 MB

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD–level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students.

Posted by **AvaxGenius** at Oct. 19, 2018

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **AvaxGenius** at Oct. 9, 2018

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.