Mathematical Finance
Core Theory, Problems and Statistical Algorithms
Lieferzeit: Besorgungstitel - Lieferbar innerhalb von 10 Werktagen I
Gewicht:
435 g
Format:
232x164x17 mm
Beschreibung:
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.
Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes.
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