Financial statistics and mathematical finance : methods, models and applications / [electronic resource]

by Steland, Ansgar.

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BookPublisher: Chichester, West Sussex, United Kingdom : Wiley, 2012Description: 1 online resource.ISBN: 9781118316566; 1118316568; 9781118316542; 1118316541; 9781118316580; 1118316584; 9781118316443; 1118316444; 0470710586; 9780470710586.Subject(s): Business mathematics | Calculus | Business mathematics | Calculus | BUSINESS & ECONOMICS -- Econometrics | Business mathematics | Calculus | Business mathematics | Calculus | Electronic books | Electronic booksOnline 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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Includes bibliographical references and index.

"The book will focus on elementary financial calculus, statistical models for financial data, option pricing.

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Dhaka University Library Online

Financial statistics and mathematical finance : methods, models and applications / [electronic resource]

by Steland, Ansgar.