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| 008 | 070620s2007 enka b 001 0 eng d | ||
| 010 | _a 2006025149 | ||
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| 050 | 0 | 0 |
_aHG106 _b.D68 2007 |
| 082 | 0 | 0 |
_a332.0151 _222 |
| 100 | 1 |
_aDokuchaev, Nikolai, _eauthor. _91061989 |
|
| 245 | 1 | 0 |
_aMathematical finance : _bcore theory, problems and statistical algorithms / _cNikolai Dokuchaev. |
| 264 | 1 |
_aLondon ; _aNew York : _bRoutledge, _c2007. |
|
| 300 |
_ax, 196 pages : _billustrations ; _c24 cm. |
||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_aunmediated _bn _2rdamedia |
||
| 338 |
_avolume _bnc _2rdacarrier |
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| 490 | 1 | _aRoutledge advanced texts in economics and finance | |
| 504 | _aIncludes bibliographical references (page 194) and index. | ||
| 505 | 0 | 0 |
_g1. _tReview of probability theory -- _g2. _tBasics of stochastic processes -- _g3. _tDiscrete time market models -- _g4. _tBasics of Ito calculus and stochastic analysis -- _g5. _tContinuous time market models -- _g6. _tAmerican options and binomial trees -- _g7. _tImplied and historical volatility -- _g8. _tReview of statistical estimation -- _g9. _tEstimation of models for stock prices. |
| 520 | 1 | _a"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. | |
| 588 | _aMachine converted from AACR2 source record. | ||
| 650 | 0 |
_aFinance _xMathematical models _9370807 |
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_aRoutledge advanced texts in economics and finance. _91052500 |
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