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Stochastic Finance - An Introduction with Examples (Paperback) Loot Price: R1,153
Discovery Miles 11 530
Stochastic Finance - An Introduction with Examples (Paperback): Amanda Turner, Dirk Zeindler

Stochastic Finance - An Introduction with Examples (Paperback)

Amanda Turner, Dirk Zeindler

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Loot Price R1,153 Discovery Miles 11 530 | Repayment Terms: R108 pm x 12*

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Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black-Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: February 2023
Authors: Amanda Turner • Dirk Zeindler
Dimensions: 246 x 190 x 16mm (L x W x T)
Format: Paperback - Trade
Pages: 300
ISBN-13: 978-1-00-904894-1
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
Books > Money & Finance > General
LSN: 1-00-904894-5
Barcode: 9781009048941

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