Nikolai Dokuchaev

Mathematical Finance

Core Theory, Problems and Statistical Algorithms

• Gebundenes Buch

Produktbeschreibung

Rigorous in style, yet easy to use, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance covered in most degree courses.

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 196
• Erscheinungstermin: 1. Februar 2007
• Englisch
• Abmessung: 232mm x 164mm x 17mm
• Gewicht: 435g
• ISBN-13: 9780415414470
• ISBN-10: 0415414474
• Artikelnr.: 21758019

Autorenporträt

Nikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent University, Ontario, Canada.

Inhaltsangabe

1. Review of Probability Theory 2. Basics of Stochastic Theory 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