A Course in Financial Calculus (Paperback)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	August 2002
First published:	2002
Authors:	Alison Etheridge
Dimensions:	248 x 175 x 11mm (L x W x T)
Format:	Paperback - Trade
Pages:	206
ISBN-13:	978-0-521-89077-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > General Books > Money & Finance > General
LSN:	0-521-89077-2
Barcode:	9780521890779

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