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Mathematical finance : core theory, problems and statistical algorithms

Author: Nikolai Dokuchaev
Publisher: London ; New York : Routledge, 2007.
Series: Routledge advanced texts in economics and finance.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"Nikolai Dokuchaev's comprehensive text book provides a systematic, self-sufficient and yet short presentation of the mainstream topics of mathematical finance and related parts of stochastic analysis and statistical finance that covers typical university programs. It can be used as either a point of reference or to provide fundamentals for further research."--Jacket.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Nikolai Dokuchaev
ISBN: 0415414474 9780415414470 0415414482 9780415414487 0203964721 9780203964729
OCLC Number: 70803535
Description: x, 196 pages : illustrations ; 24 cm.
Details: Mode of access: Internet via World Wide Web.
Contents: Review of probability theory --
Basics of stochastic processes --
Discrete time market models --
Basics of Ito calculus and stochastic analysis --
Continuous time market models --
American options and binomial trees --
Implied and historical volatility --
Review of statistical estimation --
Estimation of models for stock prices.
Series Title: Routledge advanced texts in economics and finance.
Responsibility: Nikolai Dokuchaev.
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Abstract:

Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance  Read more...

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"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, Read more...

 
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