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Titre Mathematical Finance
Core Theory, Problems, and Statistical Algorithms
Rentrer Dokuchaev, Nikolai
# d'Appelle Local 3855
ISBN 0415414474
0415414482
Statut Cet item est présentement en bibliothéque.
Niveau Universitar
Pages VIII, 196 p.
Information de Publication New York, NY : Routledge, 2007
Code de Type/Jours REG-Regular / Cet element peut circuler pour 4 Jours
Département S-Student
Média PBK-Paperback
Sujets Finance--Mathematical models.
statistica financiara
econometrie
modele matematice (finante)
 
Description 24 cm
Note in subsolul paginilor
Bibliografie p. 194
Index p. 195-196
Cuprinde:
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 -- Legend of notations and abbreviations.
Description Library of Congress