Mathematical Finance: Core Theory, Problems and Statistical Algorithms

1st Edition

Nikolai Dokuchaev

Routledge
Published February 1, 2007
Textbook - 196 Pages - 6 B/W Illustrations
ISBN 9780415414487 - CAT# RU4482Z
Series: Routledge Advanced Texts in Economics and Finance

For Instructors Request Inspection Copy

USD$78.95

Add to Wish List
FREE Standard Shipping!

Summary

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.

Instructors

We provide complimentary e-inspection copies of primary textbooks to instructors considering our books for course adoption.

Request an
e-inspection copy

Share this Title