Ebook: Mathematical Finance: Core Theory, Problems and Statistical Algorithms

Rigorous in style, yet easy to use, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance covered in most degree courses.;Book Cover; Title; Copyright; Contents; Preface; Acknowledgments; 1 Review of probability theory; 2 Basics of stochastic processes; 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; Legend of notations and abbreviations; Selected answers and key figures; Bibliography; Index.