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Mathematical finance : core theory, problems and statistical algorithms

Mathematical finance : core theory, problems and statistical algorithms (Loan 3 times)

Material type
단행본
Personal Author
Dokuchaev, Nikolai.
Title Statement
Mathematical finance : core theory, problems and statistical algorithms / Nikolai Dokuchaev.
Publication, Distribution, etc
London ;   New York :   Routledge,   2007.  
Physical Medium
x, 196 p. : ill. ; 24 cm.
Series Statement
Routledge advanced texts in economics and finance
ISBN
0415414474 (hbk.) 9780415414470 (hbk.) 0415414482 (pbk.) 9780415414487 (pbk.) 0203964721 (ebk.) 9780203964729 (ebk.)
Content Notes
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.
Bibliography, Etc. Note
Includes bibliographical references (p. [194]) and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models.
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020 ▼a 0415414474 (hbk.)
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

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0151 D658m Accession No. 121211097 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

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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