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Weak Convergence of Financial Markets - Springer Finance Jean-Luc Prigent 2003 edition
Weak Convergence of Financial Markets - Springer Finance
Jean-Luc Prigent
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.
424 pages, 1 black & white tables, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 19, 2003 |
| ISBN13 | 9783540423331 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 424 |
| Dimensions | 155 × 235 × 25 mm · 793 g |
| Language | English German |