Image from Coce

Mathematical finance : core theory, problems and statistical algorithms / Nikolai Dokuchaev.

By:

Dokuchaev, Nikolai [author.]

Material type: Text

TextSeries: Routledge advanced texts in economics and financePublisher: London ; New York : Routledge, 2007Description: x, 196 pages : illustrations ; 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

0415414474
9780415414470
0415414482
9780415414487

Subject(s):

Finance -- Mathematical models

DDC classification:

332.0151 22

LOC classification:

HG106 .D68 2007

Contents:

1. Review of probability theory -- 2. Basics of stochastic processes -- 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.

Review: "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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Book	City Campus City Campus Main Collection	332.0151 DOK (Browse shelf(Opens below))	1	Available		A399709B

Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)

Previous								Next
Previous	332.0151 BIA Financial economics, risk and information : an introduction to methods and models /	332.0151 CER Mathematical techniques in finance : tools for incomplete markets /	332.0151 CER Mathematical techniques in finance : tools for incomplete markets /	332.0151 DOK Mathematical finance : core theory, problems and statistical algorithms /	332.0151 FOC The mathematics of financial modeling and investment management /	332.0151 JOS The Concepts and practice of mathematical finance /	332.0151 JOS The concepts and practice of mathematical finance /	Next

Includes bibliographical references (page 194) and index.

"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.

Machine converted from AACR2 source record.

There are no comments on this title.

to post a comment.