skip to content
Stochastic processes and financial markets Preview this item
ClosePreview this item
Checking...

Stochastic processes and financial markets

Author: Jitendra C Parikh
Publisher: Pangbourne, England : Alpha Science International Ltd., ©2003.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"Aimed at providing an introduction to fundamental concepts and mathematical foundations essential for studying dynamics of financial markets, this volume focuses on stochastic processes and the manner in which they provide the basic framework for modeling the markets." "The overall objective is to make the presentation concrete and illustrate successes and limitations of models. In the process, readers are also  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: Jitendra C Parikh
ISBN: 1842651587 9781842651582
OCLC Number: 53814947
Notes: "Published for DecisionCraft Analytics."
Description: xv, 152 pages : illustrations ; 25 cm
Contents: 1. Introduction --
2. Probability Theory (A Brief Review) --
3. Random Variables and Probability Theory --
4. Derivatives and 'No Arbitrage' Assumption --
5. Distribution Law for a Sum of Independent Random Variables --
6. Stochastic (or Random) Processes --
7. Two Specific Stochastic Processes --
8. Stochastic Calculus --
9. The Black Scholes Model --
10. Statistical Analysis of the Data --
11. Going Beyond the Black-Scholes Model --
App. A. Modelling Deterministic Dynamics --
Artificial Neural Network (ANN) Approach.
Responsibility: Jitendra C. Parikh.

Abstract:

Providing an introduction to the fundamental concepts and mathematical foundations essential for studying dynamics of financial markets, this volume focuses on stochastic processes and the manner in  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/53814947> # Stochastic processes and financial markets
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "53814947" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/2066425#Place/pangbourne_england> ; # Pangbourne, England
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
   schema:about <http://id.loc.gov/authorities/subjects/sh85048260> ; # Finance--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/2066425#Topic/markets_mathematical_models> ; # Markets--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/2066425#Topic/kreditmarkt> ; # Kreditmarkt
   schema:about <http://id.worldcat.org/fast/1133519> ; # Stochastic processes
   schema:about <http://id.worldcat.org/fast/924398> ; # Finance--Mathematical models
   schema:about <http://id.worldcat.org/fast/1010332> ; # Markets--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/2066425#Topic/stochastischer_prozess> ; # Stochastischer Prozess
   schema:bookFormat bgn:PrintBook ;
   schema:copyrightYear "2003" ;
   schema:creator <http://viaf.org/viaf/166743209> ; # Jitendra C. Parikh
   schema:datePublished "2003" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/2066425> ;
   schema:inLanguage "en" ;
   schema:name "Stochastic processes and financial markets"@en ;
   schema:productID "53814947" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/53814947#PublicationEvent/pangbourne_england_alpha_science_international_ltd_2003> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/2066425#Agent/alpha_science_international_ltd> ; # Alpha Science International Ltd.
   schema:reviews <http://www.worldcat.org/title/-/oclc/53814947#Review/-377912966> ;
   schema:workExample <http://worldcat.org/isbn/9781842651582> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/53814947> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/2066425#Agent/alpha_science_international_ltd> # Alpha Science International Ltd.
    a bgn:Agent ;
   schema:name "Alpha Science International Ltd." ;
    .

<http://experiment.worldcat.org/entity/work/data/2066425#Place/pangbourne_england> # Pangbourne, England
    a schema:Place ;
   schema:name "Pangbourne, England" ;
    .

<http://experiment.worldcat.org/entity/work/data/2066425#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
   schema:name "Stochastischer Prozess"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh85048260> # Finance--Mathematical models
    a schema:Intangible ;
   schema:name "Finance--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1010332> # Markets--Mathematical models
    a schema:Intangible ;
   schema:name "Markets--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1133519> # Stochastic processes
    a schema:Intangible ;
   schema:name "Stochastic processes"@en ;
    .

<http://id.worldcat.org/fast/924398> # Finance--Mathematical models
    a schema:Intangible ;
   schema:name "Finance--Mathematical models"@en ;
    .

<http://viaf.org/viaf/166743209> # Jitendra C. Parikh
    a schema:Person ;
   schema:familyName "Parikh" ;
   schema:givenName "Jitendra C." ;
   schema:name "Jitendra C. Parikh" ;
    .

<http://worldcat.org/isbn/9781842651582>
    a schema:ProductModel ;
   schema:isbn "1842651587" ;
   schema:isbn "9781842651582" ;
    .

<http://www.worldcat.org/title/-/oclc/53814947#Review/-377912966>
    a schema:Review ;
   schema:itemReviewed <http://www.worldcat.org/oclc/53814947> ; # Stochastic processes and financial markets
   schema:reviewBody ""Aimed at providing an introduction to fundamental concepts and mathematical foundations essential for studying dynamics of financial markets, this volume focuses on stochastic processes and the manner in which they provide the basic framework for modeling the markets." "The overall objective is to make the presentation concrete and illustrate successes and limitations of models. In the process, readers are also made aware of a number of advances in the field."--BOOK JACKET." ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.