{"product_id":"financial-mathematics-from-discrete-to-continuous-time-9781498780407","title":"Financial Mathematics: From Discrete to Continuous Time","description":"\u003cp\u003e\u003c\/p\u003e\u003cblockquote\u003e\n\u003cbr\u003eThe book provides a comprehensive overview of portfolio optimization, covering dynamic programming, optimal portfolio selection, Brownian motion, stochastic integral models, and exotic options, with a focus on risk management. \u003c\/blockquote\u003e\u003cp\u003e\u003cstrong\u003eFormat\u003c\/strong\u003e: Hardback\u003cbr\u003e\u003cstrong\u003eLength\u003c\/strong\u003e: 411 pages\u003cbr\u003e\u003cstrong\u003ePublication date\u003c\/strong\u003e: 21 December 2022\u003cbr\u003e\u003cstrong\u003ePublisher\u003c\/strong\u003e: Taylor \u0026amp; Francis Inc\u003cbr\u003e\u003c\/p\u003e \u003cp\u003e\u003cbr\u003eThe problem of portfolio optimization is thoroughly presented, leading naturally to the Capital Market Theory. Dynamic programming and the optimal portfolio selection-consumption problem are explored through time. An intuitive approach to Brownian motion and stochastic integral models is provided for continuous-time problems. The Black-Scholes equation for simple European option values is derived in various ways, and a chapter is dedicated to discussing several types of exotic options. Additionally, material on the management of risk in various contexts is covered. \u003cbr\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cbr\u003e\u003cstrong\u003eThe problem of portfolio optimization is thoroughly presented, leading naturally to the Capital Market Theory.\u003c\/strong\u003e Dynamic programming and the optimal portfolio selection-consumption problem are explored through time. An intuitive approach to Brownian motion and stochastic integral models is provided for continuous-time problems. The Black-Scholes equation for simple European option values is derived in various ways, and a chapter is dedicated to discussing several types of exotic options. Additionally, material on the management of risk in various contexts is covered.\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eWeight\u003c\/strong\u003e: 782g\u003cbr\u003e\u003cstrong\u003eDimension\u003c\/strong\u003e: 161 x 241 x 32 (mm)\u003cbr\u003e\u003cstrong\u003eISBN-13\u003c\/strong\u003e: 9781498780407\u003c\/p\u003e","brand":"Kevin J. Hastings","offers":[{"title":"Hardback","offer_id":44104160149754,"sku":"9781498780407","price":96.08,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0522\/4297\/2845\/products\/noImage_1_a6d46c45-63b3-4a7d-8839-2b9bd2ddc597.jpg?v=1676565121","url":"https:\/\/shulphink.com\/products\/financial-mathematics-from-discrete-to-continuous-time-9781498780407","provider":"Shulph Ink","version":"1.0","type":"link"}