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Financial statistics and mathematical finance :

Steland, Ansgar.

Financial statistics and mathematical finance : methods, models and applications / Ansgar Steland. - Chichester, West Sussex, United Kingdom : Wiley, 2012. - 1 online resource.

Includes bibliographical references and index.

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.

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

ISBN: 9781118316566 1118316568 9781118316542 1118316541 9781118316580 1118316584 9781118316443 1118316444 0470710586 9780470710586

Source: CL0500000218 Safari Books Online 8EC5D692-03C6-493E-90BA-3B5825D6427F OverDrive, Inc. http://www.overdrive.com

LCCN: 2012008625

Subjects--Topical Terms:
Business mathematics.
Calculus.
Business mathematics.
Calculus.
BUSINESS & ECONOMICS--Econometrics.
Business mathematics.
Calculus.
Business mathematics.
Calculus.

Index Terms--Genre/Form:
Electronic books.
Electronic books.

LC Class. No.: HF5691

Dewey Class. No.: 332.01/5195