An edition of Mathematical finance (2007)

Mathematical finance

core theory, problems and statistical algorithms

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Last edited by ImportBot
September 16, 2021 | History
An edition of Mathematical finance (2007)

Mathematical finance

core theory, problems and statistical algorithms

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
Routledge
Language
English
Pages
196

Buy this book

Previews available in: English

Edition Availability
Cover of: Mathematical Finance
Mathematical Finance: Core Theory
2007, Taylor & Francis Group
in English
Cover of: Mathematical Finance
Mathematical Finance: Core Theory, Problems and Statistical Algorithms
2007, Taylor & Francis Group
in English
Cover of: Mathematical Finance
Mathematical Finance: Core Theory, Problems and Statistical Algorithms
2007, Taylor & Francis Group
in English
Cover of: Mathematical Finance
Mathematical Finance: Core Theory, Problems and Statistical Algorithms
2007, Routledge
in English
Cover of: Mathematical Finance
Mathematical Finance: Core Theory, Problems and Statistical Algorithms
2007, Taylor & Francis Group
in English
Cover of: Mathematical finance
Mathematical finance: core theory, problems and statistical algorithms
2007, Routledge
electronic resource : in English
Cover of: Mathematical Finance
Mathematical Finance: Core Theory, Problems and Statistical Algorithms
2007, Taylor & Francis Group
in English

Add another edition?

Book Details


Table of 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.

Edition Notes

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

Description based on print version record.

Published in
London, New York
Series
Routledge advanced texts in economics and finance, Routledge advanced texts in economics and finance

Classifications

Dewey Decimal Class
332/.0151
Library of Congress
HG106 .D68 2007eb, HG106 .D68 2007, HG106.D68 2007

The Physical Object

Format
[electronic resource] :
Pagination
1 online resource (x, 196 p.) :
Number of pages
196

ID Numbers

Open Library
OL25538446M
Internet Archive
makingromanarmyf00libg
ISBN 10
0203964721
ISBN 13
9780203964729
LCCN
2006025149
OCLC/WorldCat
100000446, 70803535

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History

Download catalog record: RDF / JSON
September 16, 2021 Edited by ImportBot import existing book
July 5, 2019 Edited by MARC Bot import existing book
July 28, 2014 Created by ImportBot import new book