Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev
Publication details: London : Routledge, 2007Description: x, 196 p. ; 24 cmISBN:- 0415414474
- 9780415414470
| Item type | Current library | Home library | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | HG106.D656 (Browse shelf(Opens below)) | 1 | Available | 00001492391 | |||
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | HG106.D656 (Browse shelf(Opens below)) | n.2 | 1 | Available | 00001493040 |
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
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