Weak Convergence of Financial Markets /

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of...

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Bibliographic Details

Main Author:	Prigent, Jean-Luc
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2003.
Series:	Springer finance.
Subjects:	Economics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book