Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev.
Materyal türü:
MetinSeri kaydı: Routledge advanced texts in economics and finance ; 7Yayın ayrıntıları:New York, NY : Routledge, 2007.Tanım: p. cmISBN: - 9780415414470
- 9780415414487
- QA39.2
İçindekiler:
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.
| Materyal türü | Geçerli Kütüphane | Yer numarası | Durum | Barkod | |
|---|---|---|---|---|---|
| Book | NEU Grand Library General Collection | QA39.2 .D65 2007 (Rafa gözat(Aşağıda açılır)) | Kullanılabilir | 4403115977 |
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.
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