Coverart for item
The Resource Mathematical finance : core theory, problems and statistical algorithms, Nikolai Dokuchaev

Mathematical finance : core theory, problems and statistical algorithms, Nikolai Dokuchaev

Label
Mathematical finance : core theory, problems and statistical algorithms
Title
Mathematical finance
Title remainder
core theory, problems and statistical algorithms
Statement of responsibility
Nikolai Dokuchaev
Creator
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Dokuchaev, Nikolai
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Routledge advanced texts in economics and finance
http://library.link/vocab/subjectName
Finance
Label
Mathematical finance : core theory, problems and statistical algorithms, Nikolai Dokuchaev
Instantiates
Publication
Bibliography note
Includes bibliographical references (page [194]) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb13466963
Dimensions
24 cm.
Extent
x, 196 pages
Isbn
9780415414487
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)70803535
Label
Mathematical finance : core theory, problems and statistical algorithms, Nikolai Dokuchaev
Publication
Bibliography note
Includes bibliographical references (page [194]) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb13466963
Dimensions
24 cm.
Extent
x, 196 pages
Isbn
9780415414487
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)70803535

Library Locations

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