Discrete stochastic models in financial mathematics

The work approach the study of discrete models of financial market.
Currently, there is an important interest for mathematical modeling of economic phenomena, and in particular the financial ones. In such a modeling theory of probability and stochastic process theory are essential, modeling and can be made in time-discrete or continuous time (in the paper the author focusing on discrete models). The paper is structured into five chapters that present concepts of conditioned media, discrete time martingale, stochastic exponential, fundamental theorems of financial mathematics, binary models and Gaussian models.
The book addresses to students and cibernetics and financiers, but also PhD students and specialists interested in financial mathematics and the continue understanding of financial markets.