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Paperback Weak Convergence of Financial Markets Book
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ISBN: 3642076114

ISBN13: 9783642076114

Weak Convergence of Financial Markets

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Format: Paperback

Condition: New

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Book Overview

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 stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio...

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Business Business & Investing

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