1st Edition
Mathematical Finance Core Theory, Problems and Statistical Algorithms
By Nikolai Dokuchaev
Copyright 2007
208 Pages
6 B/W Illustrations
by
Routledge
208 Pages
6 B/W Illustrations
by
Routledge
208 Pages
by
Routledge
Also available as eBook on:
Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majority of university programmes.
Providing all... Read more
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
Biography
Nikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent University, Ontario, Canada.
"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
