Mathematical finance : core theory, problems and statistical algorithms /
Dokuchaev, Nikolai,
Mathematical finance : core theory, problems and statistical algorithms / Nikolai Dokuchaev. - x, 196 pages : illustrations ; 24 cm. - Routledge advanced texts in economics and finance . - Routledge advanced texts in economics and finance. .
Includes bibliographical references (page 194) and index.
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. 1. 2. 3. 4. 5. 6. 7. 8. 9.
"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."--BOOK JACKET.
0415414474 9780415414470 0415414482 9780415414487
2006025149
Finance--Mathematical models
HG106 / .D68 2007
332.0151
Mathematical finance : core theory, problems and statistical algorithms / Nikolai Dokuchaev. - x, 196 pages : illustrations ; 24 cm. - Routledge advanced texts in economics and finance . - Routledge advanced texts in economics and finance. .
Includes bibliographical references (page 194) and index.
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. 1. 2. 3. 4. 5. 6. 7. 8. 9.
"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."--BOOK JACKET.
0415414474 9780415414470 0415414482 9780415414487
2006025149
Finance--Mathematical models
HG106 / .D68 2007
332.0151