Introduction to discrete financial mathematics

DOI10.1007/3-540-29268-3zbMath1139.91017OpenAlexW4231609999MaRDI QIDQ2573402

Jürgen Kremer

Publication date: 22 November 2005

Published in: Springer-Lehrbuch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-29268-3

zbMATH Keywords

optionsPortfolio theorybinomial tree methoddiscrete stochastic analysisBlack-Scholes-FormulasCapital Asset Pricing Model (CAPM)

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Modelling real world using stochastic processes and filtration ⋮ Introduction to stopping time in stochastic finance theory

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