Elementary Introduction to Stochastic Finance in Discrete Time

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Elementary Introduction to Stochastic Finance in Discrete Time

This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6).

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SCImago Journal Rank (SJR) 2017: 0.119
Source Normalized Impact per Paper (SNIP) 2017: 0.237

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researchers in the fields of formal methods and computer-checked mathematics


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