Martingales and financial mathematics in discrete time /

Bibliographic Details
Main Authors: Saporta, BenoƮte de (Author), Zili, Mounir (Author)
Format: eBook
Language:English
Published: London, UK : Hoboken, NJ : ISTE, Ltd. ; Wiley, 2021.
Series:Mathematics and statistics
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Front Matter
  • Elementary Probabilities and an Introduction to Stochastic Processes
  • Conditional Expectation
  • Random Walks
  • Martingales
  • Financial Markets
  • European Options
  • American Options
  • Solutions to Exercises and Practical Work
  • References
  • Index
  • Other titles from iSTE in Mathematics and Statistics