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A Course in Financial Calculus

Categorie	Algemeen wetenschap
Boeknummer	#353823-ZC16
Titel	A Course in Financial Calculus
Auteur	Etheridge, Alison
Boektype	Paperback
Uitgeverij	Cambridge University Press
Jaar van uitgave	2002
ISBN10	0521890772
ISBN13	9780521890779
Taal	Engels
Beschrijving	Paperback, illustrated with numerous equations, graphs and diagrams, 8vo.
Samenvatting	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... (Lees verder) 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.
Pagina's	196
Conditie	Goed
Prijs	€ 12,50

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