Financial Statistics and Mathematical Finance
eBook - ePub

Financial Statistics and Mathematical Finance

Methods, Models and Applications

Ansgar Steland

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Financial Statistics and Mathematical Finance

Methods, Models and Applications

Ansgar Steland

Book details
Table of contents
Citations

About This Book

Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of statistical methods in finance and illustrates some of the many ways that statistical tools are used in financial applications.

Financial Statistics and Mathematical Finance:

  • Provides an introduction to the basics of financial statistics and mathematical finance.
  • Explains the use and importance of statistical methods in econometrics and financial engineering.
  • Illustrates the importance of derivatives and calculus to aid understanding in methods and results.
  • Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration.
  • Features examples throughout to illustrate applications in mathematical and statistical finance.
  • Is supported by an accompanying website featuring R code and data sets.

Financial Statistics and Mathematical Finance introduces the financial methodology and the relevant mathematical tools in a style that is both mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, both graduate students and researchers in statistics, finance, econometrics and business administration will benefit from this book.

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Information

Publisher
Wiley
Year
2012
ISBN
9781118316566
Edition
1
Topic
Économie
Subtopic
Économétrie

Table of contents

  1. Cover
  2. Title Page
  3. Copyright
  4. Preface
  5. Acknowledgements
  6. Chapter 1: Elementary Financial Calculus
  7. Chapter 2: Arbitrage Theory for the One-Period Model
  8. Chapter 3: Financial Models in Discrete Time
  9. Chapter 4: Arbitrage Theory for the Multiperiod Model
  10. Chapter 5: Brownian Motion and Related Processes in Continuous Time
  11. Chapter 6: Itô Calculus
  12. Chapter 7: The Black–Scholes Model
  13. Chapter 8: Limit Theory for Discrete-Time Processes
  14. Chapter 9: Special topics
  15. Appendix A
  16. Appendix B: Weak Convergence and Central Limit Theorems
  17. Index
Citation styles for Financial Statistics and Mathematical Finance

APA 6 Citation

Steland, A. (2012). Financial Statistics and Mathematical Finance (1st ed.). Wiley. Retrieved from https://www.perlego.com/book/1003841/financial-statistics-and-mathematical-finance-methods-models-and-applications-pdf (Original work published 2012)

Chicago Citation

Steland, Ansgar. (2012) 2012. Financial Statistics and Mathematical Finance. 1st ed. Wiley. https://www.perlego.com/book/1003841/financial-statistics-and-mathematical-finance-methods-models-and-applications-pdf.

Harvard Citation

Steland, A. (2012) Financial Statistics and Mathematical Finance. 1st edn. Wiley. Available at: https://www.perlego.com/book/1003841/financial-statistics-and-mathematical-finance-methods-models-and-applications-pdf (Accessed: 14 October 2022).

MLA 7 Citation

Steland, Ansgar. Financial Statistics and Mathematical Finance. 1st ed. Wiley, 2012. Web. 14 Oct. 2022.