Financial statistics and mathematical finance : methods, models and applications
Steland, Ansgar.
creator
text
bibliography
Electronic books.
Electronic books.
enk
Chichester, West Sussex, United Kingdom
Wiley
2012
monographic
eng
1 online resource.
"The book will focus on elementary financial calculus, statistical models for financial data, option pricing.
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.
Ansgar Steland.
Includes bibliographical references and index.
Business mathematics
Calculus
Business mathematics
Calculus
BUSINESS & ECONOMICS
Econometrics
Business mathematics
Calculus
Business mathematics
Calculus
HF5691
332.01/5195
BUS021000
Financial statistics and mathematical finance
Steland, Ansgar.
Chichester, West Sussex ; Hoboken, N.J. : Wiley, 2012
(DLC) 2012007001
9781118316566
1118316568
9781118316542
1118316541
9781118316580
1118316584
9781118316443
1118316444
0470710586
9780470710586
2012008625
CL0500000218 Safari Books Online
8EC5D692-03C6-493E-90BA-3B5825D6427F OverDrive, Inc.
http://onlinelibrary.wiley.com/book/10.1002/9781118316443
http://onlinelibrary.wiley.com/book/10.1002/9781118316443
DLC
120228
20171115094214.0
ocn778828925
eng