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Title Mathematical Finance
Core Theory, Problems, and Statistical Algorithms
Author(s) Dokuchaev, Nikolai
Local Call Num. 3855
ISBN 0415414474
0415414482
Status This item is currently IN the library.
Level Universitar
Pages VIII, 196 p.
Publishing Info New York, NY : Routledge, 2007
Loan Type/Days REG-Regular / This item may circulate for 4 Days
Department S-Student
Media PBK-Paperback
Subjects 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.
Resources Library of Congress