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Stochastic processes in financial mathematics (discrete time)

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Theory of Stochastic Processes

Part of the book series: Problem Books in Mathematics ((PBM))

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Abstract

Consider a model of a financial market with a finite number of periods (i.e., of the moments of time) at which it is possible to trade, consume, spend, or receive money or other valuables. The model consists of the following components.

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Authors and Affiliations

  1. Institute of Mathematics of Ukrainian National Academy of Sciences, 01601, Kyiv, Ukraine

    Dmytro Gusak, Alexey Kulik & Andrey Pilipenko

  2. Department of Mathematical Analysis Faculty of Mechanics and Mathematics, National Taras Shevchenko University of Kyiv, 01033, Kyiv, Ukraine

    Alexander Kukush

  3. Department of Probability Theory and Mathematical Statistics Faculty of Mechanics and Mathematics, National Taras Shevchencko University of Kyiv, 01033, Kyiv, Ukraine

    Yuliya Mishura

Authors
  1. Dmytro Gusak
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  2. Alexander Kukush
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  3. Alexey Kulik
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  4. Yuliya Mishura
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  5. Andrey Pilipenko
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Correspondence to Dmytro Gusak .

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Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A. (2010). Stochastic processes in financial mathematics (discrete time). In: Theory of Stochastic Processes. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87862-1_18

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