An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation free ebook download.

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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation free ebook download

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Finances and Money

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Catalogue

Author(s):	Desmond J. Higham

Date:	2004-04-19	Format:	pdf	Language:	English	ISBN/ASIN:	0521547571
Pages:	296	OCR:		Quality:		ISBN13:	9780521547574
Uploader:	tvladb77	Upload Date:	5/13/2020 10:59:05 AM

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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.

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2780360	Book	https://novafile.com/lgy0xuacaquk...	GetPremium2SupportMe	3.00	tvladb77

Tags: Computation Financial Introduction Mathematics Option Stochastics Valuation

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