ISBN: 9780470710586 | 0470710586

Edition: 1stFormat: Hardcover

Publisher: Wiley

Pub. Date: 8/13/2012

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Financial Statistics and Mathematical Finance: Methods, Models and Applications introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike. The book will focus on elementary financial calculus, statistical models for financial data, option pricing. Elements of the statistical analysis of financial time series, central limit theorems for time series as well as Ito calculus and stochastic integration are discussed.