Mathematical finance : core theory, problems and statistical algorithms /
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| Format: | eBook |
| Language: | English |
| Published: |
London ; New York :
Routledge,
2007.
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| Series: | Routledge advanced texts in economics and finance.
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| Online Access: | Connect to the full text of this electronic book |
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.