It takes the average reader 7 hours and 15 minutes to read Weak Convergence of Financial Markets by Jean-Luc Prigent
Assuming a reading speed of 250 words per minute. Learn more
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. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed. Includes detailed examples.
Weak Convergence of Financial Markets by Jean-Luc Prigent is 432 pages long, and a total of 108,864 words.
This makes it 146% the length of the average book. It also has 133% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 9 hours and 54 minutes to read Weak Convergence of Financial Markets aloud.
Weak Convergence of Financial Markets is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
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