Dokuchaev N. Mathematical Finance

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размер 2.35 МБ
добавлен 22 сентября 2011 г.

N.-Y., Routledge, 2007. - 192p.

Учебное пособие по курсу "Математические финансы" для студентов соответствующих специальностей. Включает обзор теории вероятностей и стохастических процессов, непрерывные и дискретные модели рынка, основания стохастического анализа, теорию опционов и волатильности, методы статистического оценивания, в том числе проверки моделей цены активов. Имеются задачи по данному курсу и библиография при разделах.

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