Mathematical Finance
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Book Details
• Author: DOKUCHAEV
• Edition: First Edition
• Binding: Paperback
• Number of Pages: 208
• Release Date: 01-02-2007
• EAN: 9780367475017
• Languages: English
Details:
Written in a rigorous yet logical and easy-to-understand style, this comprehensive textbook spans a range of disciplines, including business, mathematics, finance, and economics. It offers a systematic, self-sufficient yet concise presentation of stochastic analysis and statistical finance topics, typically covered in university programs. The book provides clear explanations of basic concepts and results with proofs, numerous examples, and problems.
The book includes:
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An introduction to probability theory
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A detailed study of discrete and continuous time market models
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A comprehensive review of calculus and statistical methods for statistical estimation of pricing models
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A detailed discussion on options and their pricing, including American options in a continuous time setting
This textbook is an excellent introduction to the subject and an essential resource for students in undergraduate and postgraduate courses in econometrics, finance, applied mathematics, and mathematical modeling, as well as academics and practitioners.

