[PDF.87mp] Stochastic Models of Financial Mathematics

Stochastic Models of Financial Mathematics

[PDF.cb05] Stochastic Models of Financial Mathematics

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 | #6581066 in Books |  2016-10-26 | Original language:English |  9.02 x.44 x5.98l, | File type: PDF | 130 pages

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||About the Author|Vigirdas Mackevičius is Professor of the Department of Mathematical Analysis in the Faculty of Mathematics and Informatics of Vilnius University in Lithuania. His research interests include stochastic processes, stochastic analysis, and stochas

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...

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