Dokuchaev Nikolai <br/><br/>
Mathematical finance :  core theory, problems, and statistical algorithms / 
Nikolai Dokuchaev. 
 - New York, NY :  Routledge,  2007. 
 - p. cm. 
 - Routledge advanced texts in economics and finance ;  7 .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Review of probability theory -- Basics of stochastic theory -- Discrete time market models -- Basics of ITO calculus and stochastic analysis -- Continuous time market models -- American options and binomial trees -- Implied and historical volatility -- Review of statistical estimation -- Estimation of models for stock prices. 
<br/><br/><label>ISBN: </label>9780415414470  9780415414487  
<br/><br/><label>LC Class. No.: </label>QA39.2