عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780415414487
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Nikolai Dokuchaev
Title Proper
Mathematical finance Core Theory, Problems and ...
.PUBLICATION, DISTRIBUTION, ETC
Date of Publication, Distribution, etc.
2007
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
x, 196 p.
SERIES
Series Title
Routledge advanced texts in economics and finance
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. [194]) and index.
CONTENTS NOTE
Text of Note
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.
OTHER VARIANT TITLES
Variant Title
core theory, problems and statistical algorithms
TOPICAL NAME USED AS SUBJECT
Entry Element
Finance, Mathematical models
OTHER CLASS NUMBERS
Class number
332
.
0151
,
D657m
,
2007
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Entry Element
Dokuchaev, Nikolai.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
Nikolai Dokuchaev
