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RecordNumber
33821
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Author
Dokuchaev, Nikolai.
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Title
Mathematical finance :core theory, problems and statistical algorithms
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Author Statement
Nikolai Dokuchaev
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Publication
Routledge
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Collation
x, 196 p. : ill. ; 24 cm.
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Series
Routledge advanced texts in economics and finance
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Notes
Includes bibliographical references (p. [194]) and index
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Contents
Review of probability theory -- Basics of stochastic processes -- 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
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Subject
Finance
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ADDED ENTRIES
TI , SE
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LC Class
HG
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LC Number
106
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LC CutterNumber
.D68
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LC Date
2007
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LC NO
HG 106 .D68 2007
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Published_Year
2007
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Link To Document :
