{"product_id":"9780081004883","title":"Financial Mathematics","description":"\u003cp\u003e\u003ci\u003eFinance Mathematics\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003eWith 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 mathematical and from financial point of view.\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eCalculations of Lower and upper prices, featuring practical examples\u003c\/li\u003e\n\u003cli\u003eThe simplest functional limit theorem proved for transition from discrete to continuous time\u003c\/li\u003e\n\u003cli\u003eLearn how to optimize portfolio in the presence of risk factors\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Elsevier Science","offers":[{"title":"Default Title","offer_id":47148486754544,"sku":"9780081004883","price":99.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9780081004883_p0.jpg?v=1763638244","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9780081004883","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}