Book Mathematical Finance

Mathematical Finance
By:Nikolai Dokuchaev
Published on 2007-02-23 by Routledge

Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majority of university programmes. Providing all explanations of basic concepts and results with proofs and numerous examples and problems, it includes: an introduction to probability theory a detailed study of discrete and continuous time market models a comprehensive review of Ito calculus and statistical methods as a basis for statistical estimation of models for pricing a detailed discussion of options and their pricing, including American options in a continuous time setting. An excellent introduction to the topic, this textbook is an essential resource for all students on undergraduate and postgraduate courses and advanced degree programs in econometrics, finance, applied mathematics and mathematical modelling as well as academics and practitioners.

This Book was ranked at 18 by Google Books for keyword finance.

Book ID of Mathematical Finance's Books is dnfugnB_flEC, Book which was written byNikolai Dokuchaevhave ETAG "xZrBytnUOhI"

Book which was published by Routledge since 2007-02-23 have ISBNs, ISBN 13 Code is 9780203964729 and ISBN 10 Code is 0203964721

Book which have "196 Pages" is Printed at BOOK under CategoryBusiness and Economics

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