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

By: Dokuchaev, NikolaiMaterial type: TextTextSeries: Routledge advanced texts in economics and financePublication details: London ; New York : Routledge, 2007Description: x, 196 p. : ill. ; 24 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 0415414474 (hbk.); 9780415414470 (hbk.); 0415414482 (pbk.); 9780415414487 (pbk.); 0203964721 (ebk.); 9780203964729 (ebk.)Subject(s): Finance -- Mathematical modelsDDC classification: 332/.0151 LOC classification: HG106 | DOKOnline resources: Table of contents only | Publisher description
Contents:
Review of probability theory -- Basics of stochastic processes -- 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.
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Open Shelf Books Open Shelf Books Main Library -University of Zimbabwe
Main Library Stack Room 2
Open Shelf HG106 DOK (Browse shelf(Opens below)) 1 Available 36003123240

Includes bibliographical references (p. [194]) and index.

Review of probability theory -- Basics of stochastic processes -- 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.

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