An edition of A Course in Financial Calculus (2002)

Course in Financial Calculus

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Course in Financial Calculus
Alison Etheridge, Alison Ether ...
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October 5, 2021 | History
An edition of A Course in Financial Calculus (2002)

Course in Financial Calculus

  • 1 Want to read

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.

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English

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Previews available in: English

Edition Availability
Cover of: Course in Financial Calculus
Course in Financial Calculus
2012, Cambridge University Press
in English
Cover of: A Course in Financial Calculus
A Course in Financial Calculus
2007, Cambridge University Press
eBook in English
Cover of: A Course in Financial Calculus
A Course in Financial Calculus
July 15, 2002, Cambridge University Press
Paperback in English - 1st edition
Cover of: Course in Financial Calculus
Course in Financial Calculus
2002, Cambridge University Press
in English
Cover of: Course in Financial Calculus
Course in Financial Calculus
2002, Cambridge University Press
in English
Cover of: A Course in Financial Calculus
A Course in Financial Calculus
September 16, 2002, Cambridge University Press
Hardcover in English

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Book Details


Edition Identifiers

Open Library
OL34475881M
ISBN 13
9780511810107

Work Identifiers

Work ID
OL8327174W

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Better World Books record

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October 5, 2021 Created by ImportBot Imported from Better World Books record