Mathematical finance
Subtitle: core theory, problems and statistical algorithms
By: Nikolai Dokuchaev
Series: Routledge advanced texts in economics and finance; Routledge advanced texts in economics and finance
Publisher: Routledge
Published: 2007
Place of publication: London; New York
Language: eng
Format: [electronic resource] :
Number of pages: 196
ISBN-13: 9780203964729
Subjects: Mathematical models; Finance; BUSINESS & ECONOMICS
Notes: Includes bibliographical references (p. [194]) and index.

Description based on print version record.
Table of contents: title: Review of probability theory; title: Basics of stochastic processes; title: Discrete time market models; title: Basics of Ito calculus and stochastic analysis; title: Continuous time market models; title: American options and binomial trees; title: Implied and historical volatility; title: Review of statistical estimation; title: Estimation of models for stock prices.