Read Mathematical Finance: Core Theory, Problems and Statistical Algorithms

Mathematical Finance: Core Theory, Problems and Statistical Algorithms

Nikolai Dokuchaev

4.9/5 (22929 ratings)

Description: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 theorya detailed study of discrete and continuous time market modelsa comprehensive review of Ito calculus and statistical methods as a basis for statistical estimation of models for pricinga detailed discussion of options and their pricing, including American options in acontinuoustime setting.An excellent introduction to the topic, this textbook isan 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 practitionersWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Mathematical Finance: Core Theory, Problems and Statistical Algorithms. To get started finding Mathematical Finance: Core Theory, Problems and Statistical Algorithms, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: 196

Format: PDF, EPUB & Kindle Edition

Publisher: Routledge

Release: 2010

ISBN: 1280741430

Description: 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 theorya detailed study of discrete and continuous time market modelsa comprehensive review of Ito calculus and statistical methods as a basis for statistical estimation of models for pricinga detailed discussion of options and their pricing, including American options in acontinuoustime setting.An excellent introduction to the topic, this textbook isan 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 practitionersWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Mathematical Finance: Core Theory, Problems and Statistical Algorithms. To get started finding Mathematical Finance: Core Theory, Problems and Statistical Algorithms, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Mathematical Finance: Core Theory, Problems and Statistical Algorithms

Mathematical Finance: Core Theory, Problems and Statistical Algorithms

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