An Introduction to Financial Option Valuation High quality books
An Introduction to Financial Option Valuation
By:Desmond J. Higham
Published on 2004-04-15 by Cambridge University Press
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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Book ID of An Introduction to Financial Option Valuation's Books is lEM_ruhAnDwC, Book which was written byDesmond J. Highamhave ETAG "MIGjQpJHKnM"
Book which was published by Cambridge University Press since 2004-04-15 have ISBNs, ISBN 13 Code is 9780521547574 and ISBN 10 Code is 0521547571
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Book which have "273 Pages" is Printed at BOOK under CategoryBusiness and Economics
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