{"id":47313,"date":"2022-07-27T14:02:22","date_gmt":"2022-07-27T13:02:22","guid":{"rendered":"https:\/\/www.istegroup.com\/?post_type=product&#038;p=47313"},"modified":"2024-01-03T13:46:03","modified_gmt":"2024-01-03T13:46:03","slug":"martingales-et-mathematiques-financieres-en-temps-discret","status":"publish","type":"product","link":"https:\/\/www.istegroup.com\/fr\/produit\/martingales-et-mathematiques-financieres-en-temps-discret\/","title":{"rendered":"Martingales et math\u00e9matiques financi\u00e8res en temps discret"},"content":{"rendered":"<p>Depuis trente ans, le d\u00e9veloppement des math\u00e9matiques financi\u00e8res a connu un v\u00e9ritable essor du fait de leurs applications \u00e0 la mod\u00e9lisation, \u00e0 la quantification et \u00e0 la compr\u00e9hension des ph\u00e9nom\u00e8nes r\u00e9gissant les march\u00e9s financiers.<\/p>\n<p>Didactique et accessible <em>Martingales et math\u00e9matiques financi\u00e8res en temps discret<\/em> pr\u00e9sente la th\u00e9orie des martingales en temps discret et son application au calcul d\u2019options financi\u00e8res. Une attention particuli\u00e8re est accord\u00e9e au mod\u00e8le de Cox, Ross et Rubinstein en temps discret. Tous les outils math\u00e9matiques n\u00e9cessaires sont rigoureusement construits sans pr\u00e9requis.<\/p>\n<p>Cet ouvrage est illustr\u00e9 par de nombreux exercices et leurs solutions sur les martingales discr\u00e8tes, par des applications aux march\u00e9s financiers et des travaux pratiques informatiques sous R qui s\u2019av\u00e9reront utiles aux \u00e9tudiant\u00b7e\u00b7s en master, aux enseignant\u00b7e\u00b7s ainsi qu\u2019aux chercheur\u00b7e\u00b7s en math\u00e9matiques et en sciences \u00e9conomiques ou actuarielles.<\/p>","protected":false},"excerpt":{"rendered":"<p>Depuis trente ans, le d\u00e9veloppement des math\u00e9matiques financi\u00e8res a connu un v\u00e9ritable essor du fait de leurs applications \u00e0 la mod\u00e9lisation, \u00e0 la quantification et \u00e0 la compr\u00e9hension des ph\u00e9nom\u00e8nes r\u00e9gissant les march\u00e9s financiers. Didactique et accessible Martingales et math\u00e9matiques financi\u00e8res en temps discret pr\u00e9sente la th\u00e9orie des martingales en temps discret et son application [&hellip;]<\/p>\n","protected":false},"featured_media":47324,"template":"","meta":{"_acf_changed":false,"_links_to":"","_links_to_target":""},"product_brand":[],"product_cat":[671],"product_tag":[],"class_list":{"0":"post-47313","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-mathmatiques-et-statistiques-12506494","8":"first","9":"instock","10":"shipping-taxable","11":"purchasable","12":"product-type-variable"},"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.2 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Martingales et math\u00e9matiques financi\u00e8res en temps discret - ISTE Group<\/title>\n<meta name=\"description\" content=\"Didactique et accessible Martingales et math\u00e9matiques financi\u00e8res en temps discret pr\u00e9sente la th\u00e9orie des martingales en temps discret et son application au calcul d\u2019options financi\u00e8res.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.istegroup.com\/fr\/produit\/martingales-et-mathematiques-financieres-en-temps-discret\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Martingales et math\u00e9matiques financi\u00e8res en temps discret - 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