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 ...
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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.
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Add this copy of Mathematical Finance: Core Theory, Problems and to cart. $225.46, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2007 by Routledge.
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New. Glued binding. Paper over boards. 196 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Figures. Routledge Advanced Texts in Economics and Finance.
Add this copy of Mathematical Finance: Core Theory, Problems and to cart. $270.33, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2007 by Routledge.
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New. Glued binding. Paper over boards. 196 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Figures. Routledge Advanced Texts in Economics and Finance.
Add this copy of Mathematical Finance: Core Theory, Problems and to cart. $273.60, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2007 by Routledge.
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New. Glued binding. Paper over boards. 196 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Figures. Routledge Advanced Texts in Economics and Finance.