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Mathematical finance : (Dokuchaev Nikolai)
Bibliographical information (record 165034)
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Mathematical finance :
Subtitle:
 core theory, problems, and statistical algorithms /
Author:
 Dokuchaev Nikolai Search in Online Databases

Publisher:
Routledge,
ISBN:
 9780415414470
Edition:
 2007.
Classification:
 QA39.2
Detailed notes
    - 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.
Items (1)
Barcode
Status
Library
Section
4403115977
Item available
NEU Grand Library2nd Floor (QA39.2 .D65 2007)
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