Stochastic Financial Models

This book PDF is perfect for those who love Business & Economics genre, written by Douglas Kennedy and published by CRC Press which was released on 19 April 2016 with total hardcover pages 264. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Stochastic Financial Models books below.

Stochastic Financial Models

Author	: Douglas Kennedy
File Size	: 50,7 Mb
Publisher	: CRC Press
Language	: English
Release Date	: 19 April 2016
ISBN	: 9781439882719
Pages	: 264 pages

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Stochastic Financial Models by Douglas Kennedy Book PDF Summary

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations

Stochastic Financial Models by Douglas Kennedy

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Essentials of Stochastic Finance by Albert N. Shiryaev

Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.

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Stochastic Models of Financial Mathematics by Vigirdas Mackevicius

This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox-Ingersoll-Ross, and Heath-Jarrow-Morton interest rate models are also

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Martingale Methods in Financial Modelling by Marek Musiela

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous

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Financial Modeling by Stephane Crepey

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less

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Financial Modelling with Jump Processes by Peter Tankov

WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand,

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Stochastic Optimization Models in Finance by William T. Ziemba,Raymond G. Vickson

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and

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Stochastic Calculus and Financial Applications by J. Michael Steele

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice

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