Mathematical Finance - Core Theory, Problems and Statistical Algorithms

Zusatztext "The book provides a systematic! self-sufficient! and yet short presentation of the main topics of mathematical finance. ?The book is suitable for undergraduate and graduate courses in mathematics! statistics! finance! and economics. It also provides fundamentals for further research and study in these fields."-Pavel Stoynov! Zentralblatt MATH 1173 Informationen zum Autor Nikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent University, Ontario, Canada. Klappentext Rigorous in style, yet easy to use, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance covered in most degree courses. Zusammenfassung Rigorous in style, yet easy to use, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance covered in most degree courses. Inhaltsverzeichnis 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

About the author

Nikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent University, Ontario, Canada.

Product details

• Authors: Nikolai Dokuchaev, Dokuchaev Nikolai
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 01.02.2007
• EAN: 9780415414487
• ISBN: 978-0-415-41448-7
• No. of pages: 208
• Series: Routledge Advanced Texts in Economics and Finance
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Social sciences, law, business > Business > General, dictionaries; BUSINESS & ECONOMICS / Accounting / General, BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / General, Mathematics, Finance & accounting, Finance and accounting