Martingale

Martingale Methods in Financial Modelling (Repost)  eBooks & eLearning

Posted by AvaxGenius at Jan. 3, 2021
Martingale Methods in Financial Modelling (Repost)

Martingale Methods in Financial Modelling by Marek Musiela
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.

Binance Futures Trading With Python | Build A Martingale Bot  eBooks & eLearning

Posted by ELK1nG at April 12, 2023
Binance Futures Trading With Python | Build A Martingale Bot

Binance Futures Trading With Python | Build A Martingale Bot
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 !

Model-free Hedging: A Martingale Optimal Transport Viewpoint  eBooks & eLearning

Posted by interes at June 10, 2017
Model-free Hedging: A Martingale Optimal Transport Viewpoint

Model-free Hedging: A Martingale Optimal Transport Viewpoint by Pierre Henry-Labordere
English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3,3 MB

PDE and Martingale Methods in Option Pricing (Repost)  eBooks & eLearning

Posted by leonardo78 at May 21, 2018
PDE and Martingale Methods in Option Pricing (Repost)

PDE and Martingale Methods in Option Pricing by Andrea Pascucci
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.

Martingale Methods in Statistics  eBooks & eLearning

Posted by yoyoloit at Oct. 24, 2021
Martingale Methods in Statistics

Martingale Methods in Statistics
by Yoichi Nishiyama

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

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach  eBooks & eLearning

Posted by AvaxGenius at June 5, 2018
Continuous-Time Asset Pricing Theory: A Martingale-Based Approach

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach By Robert A. Jarrow
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.

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation  eBooks & eLearning

Posted by AvaxGenius at May 13, 2018
Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation by Tomasz Komorowski
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.
Option Pricing in Incomplete Markets: Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale (repost)

Option Pricing in Incomplete Markets: Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures (Series in Quantitative Finance, Book 3) by Yoshio Miyahara
English | 2011 | ISBN: 1848163479 | ISBN-13: 9781848163478 | 200 pages | PDF | 2,3 MB

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation  eBooks & eLearning

Posted by AvaxGenius at April 21, 2018
Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation by Tomasz Komorowski
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.

Martingale Methods in Financial Modelling  eBooks & eLearning

Posted by AvaxGenius at March 14, 2022
Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling by Marek Musiela
English | PDF | 1997 | 521 Pages | ISBN : 354061477X | 50.5 MB

The origin of this book can be traced to courses on financial mathemat­ ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and Institut National Polytechnique de Grenoble. Our initial aim was to write a short text around the material used in two one-semester graduate courses attended by students with diverse disciplinary backgrounds (mathematics, physics, computer sci­ ence, engineering, economics and commerce).