A study on Martingales
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Abstract (EN)
The emergence of Martingales which is a sthocastic process based on conditional expected value in probability theory rely on betting strategies. Martingales are used in various areas. One of the well known application areas of martingales is annihilating the ambiugity of future stock values in financial mathematics.This study consists of three main sections. In the first part, general information is given about basic concepts that will be used in study. In the second part, general definitions of martingales and some application are discussed. In the last part, martingales are applied to finance mathematics are included.Matingale theory is one of the most important theories related to financial mathematics and it has a considerably wide study area. Therefore in this study directly related parts of stock pricing in martingale theory has been mentioned.
Author
Menşure Can
Institution
How to Cite
Menşure Can (Master Thesis). A study on Martingales, 2012, Karadeniz Technical University.
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