Stochastic Models of Financial Mathematics

This book PDF is perfect for those who love Mathematics genre, written by Vigirdas Mackevicius and published by Elsevier which was released on 08 November 2016 with total hardcover pages 130. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Stochastic Models of Financial Mathematics books below.

Stochastic Models of Financial Mathematics
Author : Vigirdas Mackevicius
File Size : 55,7 Mb
Publisher : Elsevier
Language : English
Release Date : 08 November 2016
ISBN : 9780081020869
Pages : 130 pages
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Stochastic Models of Financial Mathematics by Vigirdas Mackevicius Book PDF Summary

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 explored. The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided. About continuous-time stochastic models of financial mathematics Black-Sholes model and interest rate models Requiring a minimum knowledge of stochastic integration and stochastic differential equations

Stochastic Models of Financial Mathematics

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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