Author: Dokuchaev
Publisher: Routledge
Keywords: finance, economics, texts, routledge, mathematical, advanced
Number of Pages: 196
Published: 2007-04-25
List price: $180.00
ISBN-10: 0415414474
ISBN-13: 9780415414470

Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance that are covered in the majority of university programmes.Providing all explanations of basic concepts and results with proofs and numerous examples and problems, it includes:an introduction to probability theorya detailed study of discrete and continuous time market modelsa comp

Author: Nikolai Dokuchaev
Publisher: Springer
Keywords: operations, series, international, research, management, volume, science, information, incomplete, strategies, portfolio, quantitative, methods, rules, empirical, dynamic
Number of Pages: 232
Published: 2002-01-31
List price: $135.00
ISBN-10: 079237648X
ISBN-13: 9780792376484

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis. While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on

Author: Nikolai Dokuchaev
Publisher: Routledge
Keywords: finance, routledge, advanced, economics, algorithms, texts, statistical, core, theory, problems, mathematical
Number of Pages: 208
Published: 2007-01-28
List price: $65.00
ISBN-10: 0415414482
ISBN-13: 9780415414487

Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majority of university programmes. Providing all explanations of basic concepts and results with proofs and numerous examples and problems, it includes: an introduction to probability theory a detailed study of discrete and continuous time market mo