Financial statistics and mathematical finance : methods, models and applications /

• Κύριος συγγραφέας: Steland, Ansgar
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Chichester, West Sussex, United Kingdom : Wiley, 2012.
• Θέματα: Business mathematics.; Calculus.; BUSINESS & ECONOMICS > Econometrics.; Electronic books.

"The book will focus on elementary financial calculus, statistical models for financial data, option pricing.

Πίνακας περιεχομένων:

• Elementary financial calculus
• Arbitrage theory for the one-period model
• Financial models in discrete time
• Arbitrage theory for the multi-period model
• Brownian motion and related processes in continuous time
• Itō calculus
• The Black-Scholes model
• Limit theory for discrete-time processes
• Special Topics
• Appendix A
• Appendix B: Weak convergence and central limit theorems.