AuthorDokuchaev, Nikolai
TitleMathematical finance [electronic resource] : core theory, problems, and statistical algorithms / Nikolai Dokuchaev
Imprint London ; New York, N.Y. : Routledge, 2007
Connect tohttp://marc.crcnetbase.com/isbn/9780203964729
Descript 196 p

CONTENT

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


Finance -- Mathematical models Electronic books.