Nikolai Dokuchaev

Mathematical Finance (eBook, PDF)

Core Theory, Problems and Statistical Algorithms

• Format: PDF

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.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 208
• Erscheinungstermin: 1. Februar 2007
• Englisch
• ISBN-13: 9781134121984
• Artikelnr.: 43071027

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