Name: A Course in Financial Calculus
Price: 2500.00 TWD
Availability: InStock
Author: Etheridge, Alison
ISBN: 9780521890779

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Type

Physical Book

Author

Alison Etheridge

Publisher

Cambridge University Press

Year

2002

Language

English

Pages

206

Format

Paperback

Dimensions

24.8 x 17.5 x 1.1 cm

Weight

0.44 kg.

ISBN

0521890772

ISBN13

9780521890779

Edition No.

Synopsis "A Course in Financial Calculus "

This 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. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are 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 large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

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A Course in Financial Calculus - Etheridge, Alison

Synopsis "A Course in Financial Calculus "

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