Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)
Language: English
Published by Routledge, 2007
Series: Book 7 of 43 - Routledge Advanced Texts in Economics and Finance
- First Edition
- Softcover
- New

Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
AbeBooks seller since February 27, 2001
Condition: New
US$ 127.71
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Add to basketItem description from seller
Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes. Series: Routledge Advanced Texts in Economics and Finance. Num Pages: 208 pages, 6 black & white illustrations, 6 black & white line drawings. BIC Classification: KF; PB. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 158 x 234 x 12. Weight in Grams: 326. . 2007. 1st Edition. paperback. . . . .
Seller Inventory # V9780415414487
- Title
- Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)
- Author
- Dokuchaev, Nikolai
- Publisher
- Routledge
- Publication year
- 2007
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0415414482
- ISBN 13
- 9780415414487
- Edition
- 1st Edition
- Series
- Book 7 of 43: Routledge Advanced Texts in Economics and Finance
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.
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Kennys Bookshop and Art Galleries Ltd.
Galway, GY, Ireland
AbeBooks seller since February 27, 2001
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