Screen LibraryMathematical finance：core theory, problems and statistical algorithms
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| Main Authors: | |
|---|---|
| Published: |
Routledge,
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| Publisher Address: | London New York |
| Publication Dates: | 2007. |
| Literature type: | Book |
| Language: | English |
| Series: |
Routledge advanced texts in economics and finance |
| Subjects: | |
| Carrier Form: | x, 196 p.: ill. ; 24 cm. |
| ISBN: |
0415414474 (hbk.) 9780415414470 (hbk.) 0415414482 (pbk.) 9780415414487 (pbk.) 0203964721 (ebk.) 9780203964729 (ebk.) |
| Index Number: | F224 |
| CLC: | F224.9 |
| Call Number: | F224.9/D658 |
| Contents: |
Includes bibliographical references (p. [194]) and index. 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. |