A course in Financial calculus [E-Book] / Alison Etheridge.
Etheridge, Alison, (author)
Baxter, Martin,
Cambridge : Cambridge University Press, 2002
1 online resource (viii, 196 pages)
englisch
9780511810107
9780521890779
9780521813853
Full Text
LEADER 02135nam a22003258i 4500
001 CR9780511810107
003 UkCbUP
008 101018s2002||||enk o ||1 0|eng|d
020 |a 9780511810107 
020 |a 9780521813853 
020 |a 9780521890779 
035 |a (Sirsi) a791953 
041 |a eng 
082 0 0 |a 332.63/221  |2 21 
100 1 |a Etheridge, Alison,  |e author 
245 1 2 |a A course in Financial calculus  |h [E-Book] /  |c Alison Etheridge. 
264 1 |a Cambridge :  |b Cambridge University Press,  |c 2002  |e (CUP)  |f CUP20200108 
300 |a 1 online resource (viii, 196 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
500 |a englisch 
520 |a 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 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. 
650 0 |a Derivative securities  |x Prices  |x Mathematics. 
650 0 |a Business mathematics. 
700 1 |a Baxter, Martin, 
856 4 0 |u https://doi.org/10.1017/CBO9780511810107  |z Volltext 
932 |a CambridgeCore (Order 30059) 
596 |a 1 
949 |a XX(791953.1)  |w AUTO  |c 1  |i 791953-1001  |l ELECTRONIC  |m ZB  |r N  |s Y  |t E-BOOK  |u 8/1/2020  |x UNKNOWN  |z UNKNOWN  |1 ONLINE