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A Course In Financial Calculus Alison Etheridge

Name: A Course In Financial Calculus Alison Etheridge
SKU: BELL-1432874
Price: 31.00 USD
Availability: InStock
Rating: 4.7 (46 reviews)

SKU: BELL-1432874

$ 31.00 ~~$ 45.00~~ (-31%)

4.7

46 reviews

A Course In Financial Calculus Alison Etheridge instant download after payment.

Publisher: CUP

File Extension: PDF

File size: 1.3 MB

Pages: 206

Author: Alison Etheridge

ISBN: 9780521890779, 0521890772

Language: English

Year: 2002

Product desciption

A Course In Financial Calculus Alison Etheridge by Alison Etheridge 9780521890779, 0521890772 instant download after payment.

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.