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About this product
- DescriptionWritten in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and ecomics, 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 ecometrics, finance, applied mathematics and mathematical modelling as well as academics and practitioners.
- Author BiographyNikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent University, Ontario, Canada.
- Author(s)Nikolai Dokuchaev
- PublisherTaylor & Francis Ltd
- Date of Publication01/02/2007
- SubjectFinance & Accounting
- Series TitleRoutledge Advanced Texts in Economics and Finance
- Series Part/Volume Numberv. 6
- Place of PublicationLondon
- Country of PublicationUnited Kingdom
- Content Note6 black & white illustrations, 6 black & white line drawings
- Weight317 g
- Width156 mm
- Height234 mm
- Spine12 mm
- Format DetailsB-format paperback
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