Publisher description for Mathematical finance : core theory, problems, and statistical algorithms / Nikolai Dokuchaev.


Bibliographic record and links to related information available from the Library of Congress catalog


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Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance that are covered in the majority of university programmes.

Providing all explanations of basic concepts and results with proofs and numerous examples and problems, it includes:

An excellent introduction to the topic, this textbook is an essential resource for all students on undergraduate and postgraduate courses and advanced degree programs in econometrics, finance, applied mathematics and mathematical modelling as well as academics and practitioners.




Library of Congress subject headings for this publication:
Finance -- Mathematical models.