TY  - BOOK
AU  - Dokuchaev,Nikolai
TI  - Mathematical finance: core theory, problems and statistical algorithms 
T2  - Routledge advanced texts in economics and finance
SN  - 0415414474
AV  - HG106 .D68 2007
U1  - 332.0151 22
PY  - 2007///
CY  - London, New York
PB  - Routledge
KW  - Finance
KW  - Mathematical models
N1  - Includes bibliographical references (page 194) and index; 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
N2  - "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
ER  -