书目详细信息
： Mathematical finance :
书目信息 机读格式(MARC)
| ISBN： | 0415414474 |
|---|---|
| ISBN： | 0415414482 |
| 编目源： | DLC DLC DLC |
| 个人名称： | Dokuchaev, Nikolai. |
| 题名： | Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev. |
| 索书号： | F810-32/D631E |
| 出版发行项： | London ; New York, NY : Routledge, 2007. |
| 载体形态： | 196p. 25cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Review of probability theory -- Basics of stochastic theory -- 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 -- Legend of notations and abbreviations. |