عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
9780415414487
لاتين
Nikolai Dokuchaev
Mathematical finance Core Theory, Problems and ...
2007
x, 196 p.
Routledge advanced texts in economics and finance
مرجع به حساب نمي آيد
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.
core theory, problems and statistical algorithms
Finance, Mathematical models
332
.
0151
,
D657m
,
2007
مولف
Dokuchaev, Nikolai.
Nikolai Dokuchaev
