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Mathematical finance : core theory, problems and statistical algorithms

Mathematical finance : core theory, problems and statistical algorithms (3회 대출)

자료유형
단행본
개인저자
Dokuchaev, Nikolai.
서명 / 저자사항
Mathematical finance : core theory, problems and statistical algorithms / Nikolai Dokuchaev.
발행사항
London ;   New York :   Routledge,   2007.  
형태사항
x, 196 p. : ill. ; 24 cm.
총서사항
Routledge advanced texts in economics and finance
ISBN
0415414474 (hbk.) 9780415414470 (hbk.) 0415414482 (pbk.) 9780415414487 (pbk.) 0203964721 (ebk.) 9780203964729 (ebk.)
내용주기
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.
서지주기
Includes bibliographical references (p. [194]) and index.
일반주제명
Finance -- Mathematical models.
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020 ▼a 9780415414470 (hbk.)
020 ▼a 0415414482 (pbk.)
020 ▼a 9780415414487 (pbk.)
020 ▼a 0203964721 (ebk.)
020 ▼a 9780203964729 (ebk.)
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100 1 ▼a Dokuchaev, Nikolai.
245 1 0 ▼a Mathematical finance : ▼b core theory, problems and statistical algorithms / ▼c Nikolai Dokuchaev.
260 ▼a London ; ▼a New York : ▼b Routledge, ▼c 2007.
300 ▼a x, 196 p. : ▼b ill. ; ▼c 24 cm.
490 1 ▼a Routledge advanced texts in economics and finance
504 ▼a Includes bibliographical references (p. [194]) and index.
505 0 ▼a 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.
650 0 ▼a Finance ▼x Mathematical models.
830 0 ▼a Routledge advanced texts in economics and finance.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.0151 D658m 등록번호 121211097 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

1. Review of Probability Theory 2. Basics of Stochastic Theory 3. Discrete Time Market Models 4. Basics of Ito Calculus and Stochastic Analysis 5. Continuous Time Market Models 6. American Options and Binomial Trees 7. Implied and Historical Volatility 8. Review of Statistical Estimation 9. Estimation of Models for Stock Prices


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