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Financial statistics and mathematical finance : methods, models and applications / Ansgar Steland.

By: Steland, AnsgarMaterial type: TextTextPublication details: Chichester, West Sussex, United Kingdom : Wiley, 2012. Description: 1 online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9781118316566; 1118316568; 9781118316542; 1118316541; 9781118316580; 1118316584; 9781118316443; 1118316444; 0470710586; 9780470710586Subject(s): Business mathematics | Calculus | Business mathematics | Calculus | BUSINESS & ECONOMICS -- Econometrics | Business mathematics | Calculus | Business mathematics | CalculusGenre/Form: Electronic books. | Electronic books.Additional physical formats: Print version:: Financial statistics and mathematical finance.DDC classification: 332.01/5195 LOC classification: HF5691Other classification: BUS021000 Online resources: Wiley Online Library
Contents:
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.
Summary: "The book will focus on elementary financial calculus, statistical models for financial data, option pricing.
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"The book will focus on elementary financial calculus, statistical models for financial data, option pricing.

Includes bibliographical references and index.

Print version record and CIP data provided by publisher.

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.

Finance

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