Weak Convergence of Financial Markets (Springer Finance)

Weak Convergence of Financial Markets (Springer Finance)

by Jean-LucPrigent (Author)

Synopsis

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.

$228.01

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 400
Edition: illustrated edition
Publisher: Springer
Published: 19 May 2003

ISBN 10: 3540423338
ISBN 13: 9783540423331