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Mathematical Finance
- Core Theory, Problems and Statistical Algorithms
Engelsk
Bogcover for Mathematical Finance af Nikolai Dokuchaev, 9780415414487
Specifikationer
Sprog:
Engelsk
Sider:
208
ISBN-13:
9780415414487
Indbinding:
Paperback
ISBN-10:
0415414482
Kategori:
Udg. Dato:
1 feb 2007
Størrelse i cm:
15,8 x 23,4 x 1,2
Oplagsdato:
1 feb 2007
Forfatter(e):

Mathematical Finance

- Core Theory, Problems and Statistical Algorithms
Engelsk
Paperback 2007
Format:

Bog beskrivelse

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 explanations of basic concepts and results with proofs and numerous examples and problems, it includes:

  • an introduction to probability theory
  • a detailed study of discrete and continuous time market models
  • a comprehensive review of Ito calculus and statistical methods as a basis for statistical estimation of models for pricing
  • a detailed discussion of options and their pricing, including American options in a continuous time setting.
  • An excellent introduction to the topic, this textbook is an essential resource for all students on undergraduate and postgraduate courses and advanced degree programs in econometrics, finance, applied mathematics and mathematical modelling as well as academics and practitioners.

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Specifikationer
Sprog:
Engelsk
Sider:
208
ISBN-13:
9780415414487
Indbinding:
Paperback
ISBN-10:
0415414482
Kategori:
Udg. Dato:
1 feb 2007
Størrelse i cm:
15,8 x 23,4 x 1,2
Oplagsdato:
1 feb 2007
Forfatter(e):
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