0521890772

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Search Results: displaying 1 - 1 of 1   --> 0521890772 ( ISBN )  

 
 

A Course in Financial Calculus
Author(s): Alison Etheridge
ISBN: 0521890772 ISBN-13: 9780521890779

Format: Paperback   Pages: 206 Edition: 1   
Pub. Date: 2002-09-16 Publisher: Cambridge University Press
List Price: $64.99

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Book Description

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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9780792455851-9780792482109 9780792482147-9780792702351 9780792702375-9780792712626 9780792712640-9780792716761 9780792716792-9780792720539 More...

 

 

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