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Mathematical Finance: Core Theory, Problems and Statistical Algorithms
Contributor(s): Dokuchaev, Nikolai (Author)
ISBN: 0415414474     ISBN-13: 9780415414470
Publisher: Routledge
OUR PRICE:   $199.50  
Product Type: Hardcover - Other Formats
Published: February 2007
Qty:
Annotation: 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 is  an 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 practitioners.
Additional Information
BISAC Categories:
- Business & Economics | Finance - General
- Business & Economics | Economics - General
Dewey: 332.015
LCCN: 2006025149
Series: Routledge Advanced Texts in Economics and Finance
Physical Information: 0.68" H x 6.44" W x 9.14" (0.96 lbs) 196 pages
 
Descriptions, Reviews, Etc.
Publisher 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 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 a continuous time setting.

An excellent introduction to the topic, this textbook is an 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 practitioners.