Mathematical finance : Core theory, problems and statistical algorithms
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...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
London,New York, NY
Routledge
2007
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
| LEADER | 01746nam a2200229Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_134384 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 957000 | ||
| 082 | |a 332.0151 | ||
| 082 | |b D631 | ||
| 100 | |a Dokuchaev, Nikolai | ||
| 245 | 0 | |a Mathematical finance : | |
| 245 | 0 | |b Core theory, problems and statistical algorithms | |
| 245 | 0 | |c Nikolai Dokuchaev | |
| 260 | |a London,New York, NY | ||
| 260 | |b Routledge | ||
| 260 | |c 2007 | ||
| 520 | |a 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 continuous time setting. An excellent introduction to the topic, this textbook isnbsp;an essential resource for all students on undergraduate andpostgraduate courses and advanced degree programs in econometrics, finance, applied mathematics and mathematical modelling as well as academics and practitioners. | ||
| 650 | |a Finance,Toán kinh tế | ||
| 650 | |x Mathematical models | ||
| 904 | |i Trọng Hải | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||