 |
Search |
 |
|
|
Content Languages |
|
|
|
English Categories |
|
|
|
SA Topsites |
|
|
|
ZA Topsites |
|
|
|
|
|
A Course in Financial Calculus |
$45.76 |
|
 |
Author: Etheridge,Alison
Publisher: Cambridge University Press
Format: Adobe PDF
Content Language: English
ISBN: 9780511252990
Print ISBN: 9780521890779
Size: 1,772 KB
Pages: 204
Publication Date: 2002-08-15
Category:
Mathematics > Calculus
Territorial Restrictions:
Available Worldwide
Digital Rights:
Copy Count: 5
Copy Interval (Days): 30
Print Count: 20
Print Interval (Days): 30
Read Aloud: Enabled
|
|
| Click to Enlarge |
|
|
| DESCRIPTION |
|
 |
|
Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions.
|
|
|
|
| Supplementary data on CD or DVD is not included with the purchase of an eBook. |
|
|
|
|
|
Shopping Cart |
|
|
| 0 items |
|
|
|
|
Featured Titles |
|
|
|
