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

By: Material type: TextTextPublication details: Chichester, West Sussex, United Kingdom : Wiley, 2012.Description: 1 online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781118316566
  • 1118316568
  • 9781118316542
  • 1118316541
  • 9781118316580
  • 1118316584
  • 9781118316443
  • 1118316444
  • 0470710586
  • 9780470710586
Subject(s): Genre/Form: Additional physical formats: Print version:: Financial statistics and mathematical finance.DDC classification:
  • 332.01/5195 23
LOC classification:
  • HF5691
Other classification:
  • BUS021000
Online resources:
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