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Science & Math Books > Statistics Books
Paperback A Benchmark Approach to Quantitative Finance Book
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ISBN: 3642065651

ISBN13: 9783642065651

A Benchmark Approach to Quantitative Finance

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Format: Paperback

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Book Overview

Preliminaries from Probability Theory.- Statistical Methods.- Modeling via Stochastic Processes.- Diffusion Processes.- Martingales and Stochastic Integrals.- The It Formula.- Stochastic Differential Equations.- to Option Pricing.- Various Approaches to Asset Pricing.- Continuous Financial Markets.- Portfolio Optimization.- Modeling Stochastic Volatility.- Minimal Market Model.- Markets with Event Risk.- Numerical Methods.- Solutions for Exercises...

Related Subjects

Business Business & Investing Economics Finance Math Mathematics Popular Economics Probability & Statistics Science & Math

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