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Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev.

By: Publication details: London ; New York, NY : Routledge, 2007.Description: p. cmISBN:
  • 0415414474
  • 0415414482
Subject(s): LOC classification:
  • HG106.D68 2007
Online resources:
Contents:
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.
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
BOOK BOOK Strathmore University (Main Library) Open Shelf BOOK HG106.D68 2007 Available 62669
BOOK BOOK Strathmore University (Main Library) Open Shelf BOOK HG106.D68 2007 Available 62670
BOOK BOOK Strathmore University (Main Library) Open Shelf BOOK HG106.D68 2007 Available 62675
BOOK BOOK Strathmore University (Main Library) Open Shelf BOOK HG106.D68 2007 Available 62634
BOOK BOOK Strathmore University (Main Library) Open Shelf BOOK HG106.D68 2007 Available 62676
Total holds: 0

Includes bibliographical references and index.

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.

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