文档介绍：Mathematical Finance
Nikolai Dokuchaev’prehensive text book provides a systematic, self-sufficient and
yet short presentation of the mainstream topics of mathematical finance and related parts
of stochastic analysis and statistical finance that covers typical university programs. It
can be used as either a point of reference or to provide fundamentals for further research.
Starting with an introduction to probability theory, the book offers a detailed study of
discrete and continuous time market models, prehensive review of Ito calculus and
statistical methods as a basis for statistical estimation of models for pricing, and a
detailed discussion of options and their pricing, including American options in
continuous time setting. All basic concepts and results are given with proofs and with
numerous examples and problems.
This handy introduction to the topic is a useful counterpart to other Routledge books
including Barry Goss’s Models of Futures Markets and Advanced Mathematical
Economics by Rakesh Vohra. It is suitable for undergraduate and postgraduate courses
and advanced degree programs, as well as academics and practitioners.
Nikolai Dokuchaev is Associate Professor in the Department of Mathematics, Trent
University, Ontario, Canada.
© 2007 Nikolai Dokuchaev
Routledge advanced texts in economics and
finance
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Macroeconomics for Developing Countries, Second edition
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Advanced Mathematical Economics
Rakesh Vohra
Advanced Econometric Theory
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Understanding Macroeconomic Theory
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Regional Economics
Roberta Capello
Mathematical Finance
Core theory, problems and statistical algorithms
Nikolai Dokuchaev
Applied Health Economics
Andrew , Nigel Rice, Teresa Bago d’Uva and Silvia Balia
© 2007 Nikolai Dokuchaev
Mathematical Finance
Core theory, problems and statist