Mathematical Finance: Core Theory, Problems and Statistical Algorithms
-5 %

Mathematical Finance: Core Theory, Problems and Statistical Algorithms

 Buch
Besorgungstitel| Lieferzeit:3-5 Tage I

Unser bisheriger Preis:ORGPRICE: 204,50 €

Jetzt 194,48 €*

Alle Preise inkl. MwSt. | ggf. zzgl. Versand
ISBN-13:
9780415414470
Einband:
Buch
Erscheinungsdatum:
01.02.2007
Seiten:
196
Autor:
Nikolai Dokuchaev
Gewicht:
435 g
Format:
232x164x17 mm
Serie:
Routledge Advanced Texts in Ec
Sprache:
Englisch
Beschreibung:
Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes.
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
Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes.