TY  - BOOK
AU  - Dokuchaev Nikolai
TI  - Mathematical finance: core theory, problems, and statistical algorithms 
T2  - Routledge advanced texts in economics and finance
SN  - 9780415414470 
AV  - QA39.2 
PY  - 2007///
CY  - New York, NY
PB  - Routledge
N1  - 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
ER  -