Mathematical finance : core theory, problems, and statistical algorithms /
Dokuchaev, Nikolai
Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev - London : Routledge, 2007 - x, 196 p. ; 24 cm.
Includes bibliographical references and index
Review of probability theory -- Basics of stochastic theory -- Discrete time market models -- Basics of ito calculus and stochastic analysis -- Continuous time market models -- American options and binomial trees -- Implied and historical volatility -- Review of statistical estimation -- Estimation of models for stock prices -- Legend of notations and abbreviations
0415414474 RM639.00 9780415414470
Finance--Mathematical models
Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev - London : Routledge, 2007 - x, 196 p. ; 24 cm.
Includes bibliographical references and index
Review of probability theory -- Basics of stochastic theory -- Discrete time market models -- Basics of ito calculus and stochastic analysis -- Continuous time market models -- American options and binomial trees -- Implied and historical volatility -- Review of statistical estimation -- Estimation of models for stock prices -- Legend of notations and abbreviations
0415414474 RM639.00 9780415414470
Finance--Mathematical models