Mathematical Finance

Core Theory, Problems and Statistical Algorithms

AvNikolai Dokuchaev

E-bok

Engelska, 2007

Del i serien Routledge Advanced Texts in Economics and Finance

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2 948 kr

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973 kr

Beskrivning

Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majori

Produktinformation

Utgivningsdatum:2007-02-01
Språk:Engelska
Filformat:EPUB
Kopieringsskydd:LCP
ISBN:9781134121977
Förlag:Taylor & Francis Ltd
Serie:Routledge Advanced Texts in Economics and Finance

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Mer om författaren

Nikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent University, Ontario, Canada.

Recensioner i media

"The book provides a systematic, self-sufficient, and yet short presentation of the main topics of mathematical finance. ...The book is suitable for undergraduate and graduate courses in mathematics, statistics, finance, and economics. It also provides fundamentals for further research and study in these fields." -Pavel Stoynov, Zentralblatt MATH 1173

Innehållsförteckning

1. Review of Probability Theory 2. Basics of Stochastic Theory 3. Discrete Time Market Models 4. Basics of Ito Calculus and Stochastic Analysis 5. Continuous Time Market Models 6. American Options and Binomial Trees 7. Implied and Historical Volatility 8. Review of Statistical Estimation 9. Estimation of Models for Stock Prices