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· 제목 : Mathematical Finance : Core Theory, Problems and Statistical Algorithms (Hardcover) 
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780415414470
· 쪽수 : 196쪽
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780415414470
· 쪽수 : 196쪽
목차
1. Review of Probability Theory 2. Basics of Stochastic Theory 3. Discrete Time Market Models 4. Basics of Ito Calculus and Stochastic Analysis 5. Continuous Time Market Models 6. American Options and Binomial Trees 7. Implied and Historical Volatility 8. Review of Statistical Estimation 9. Estimation of Models for Stock Prices
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