A Course in Financial Calculus

Alison Etheridge

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Language: English

Published by Cambridge University Press, 2002

0521813859 / 9780521813853

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 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.…

Seller Inventory # 9780521813853

Title
A Course in Financial Calculus
Author
Alison Etheridge
Publisher
Cambridge University Press
Publication year
2002
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0521813859
ISBN 13
9780521813853
Item weight
592 grams
Dimensions
260x183x16 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
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