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Stochastic Models of Financial Mathematics

By: Vigirdas Mackevicius (Author)

Ksh 14,220.00
Format :

Format(s): DRM PDF DRM EPUB

ISBN-13: 9780081020869

Publisher: Elsevier Science

Imprint: ISTE Press - Elsevier

Publication Date: November 8th, 2016

Country of Publication: GB

Language: English

Pages: 130

Physical Edition EAN: 9781785481987

Category: Game theory , Stochastics

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  • Description

  • Author Bio

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

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