Nikolai Dokuchaev

Mathematical Finance (eBook, ePUB)

Core Theory, Problems and Statistical Algorithms

• Format: ePub

Produktbeschreibung

Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majori

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 208
• Erscheinungstermin: 1. Februar 2007
• Englisch
• ISBN-13: 9781134121977
• Artikelnr.: 38247648

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