Alison Etheridge

A Course in Financial Calculus

• Broschiertes Buch

Produktbeschreibung

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained text is designed for first courses in financial calculus. Key concepts are introduced in the discrete time framework: proofs in the continuous-time world follow naturally. A valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts are applied to realistic financial questions.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 206
• Erscheinungstermin: 27. Mai 2011
• Englisch
• Abmessung: 244mm x 170mm x 12mm
• Gewicht: 365g
• ISBN-13: 9780521890779
• ISBN-10: 0521890772
• Artikelnr.: 21084879

Inhaltsangabe

Preface
1. Single period models
2. Binomial trees and discrete parameter martingales
3. Brownian motion
4. Stochastic calculus
5. The Black-Scholes model
6. Different payoffs
7. Bigger models
Bibliography and further reading
Notation
Index.