Annual Member
| Author | Dokuchaev, Nikolai |
|---|---|
| Title | Mathematical finance [electronic resource] : core theory, problems, and statistical algorithms / Nikolai Dokuchaev |
| Imprint | London ; New York, N.Y. : Routledge, 2007 |
| Connect to | http://marc.crcnetbase.com/isbn/9780203964729 |
| Descript | 196 p |
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
