TY  - BOOK
AU  - Mishura, Yuliya
TI  - Financial mathematics
SN  - 9781785480461
U1  - 330.0151 
PY  - 2016///
CY  - London
PB  - ISTE Press Ltd.
KW  - Business mathematics
KW  - Economics, Mathematical
N1  - Table of Contents
Chapter 1. Financial Markets with Discrete Time
1.1. General description of a market model with discrete time
1.2. Arbitrage opportunities, martingale measures and martingale
1.3. Contingent claims: complete and incomplete markets
1.4. The Cox–Ross–Rubinstein approach to option pricing
1.5. The sequence of the discrete-time markets as an intermediate
1.6. American contingent claims
Chapter 2. Financial Markets with Continuous Time
2.1. Transition from discrete to continuous time
2.2. Black–Scholes formula for the arbitrage-free price of the
2.3. Arbitrage theory for the financial markets with continuous-time
2.4. American contingent claims in continuous time
2.5. Exotic derivatives in the model with continuous-time
N2  - Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage. With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from a mathematical and financial point of view
ER  -