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An Introduction to Financial Option Valuation

By Desmond Higham

An Introduction to Financial Option Valuation Law

An Introduction to Financial Option Valuation

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Description
This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.
Product details
Binding:
Paperback
Edition:
illustrated
Number of Pages:
296
Release Date:
2004-04-15
Publication Date:
2015-08-26
Publisher:
Cambridge University Press
Languages:
Original: English
ISBN10:
0521547571
ISBN13:
9780521547574
GPSR Manufacturer Reference:
[email protected]
Weight:
515 g
Height:
170 cm
Width:
244 cm
Thickness:
17 cm
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