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A course in Financial calculus /

This text is designed for first courses in financial calculus aimed at students with a strong 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. La...

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Bibliographic Details
Main Author: Etheridge, Alison (Author)
Other Authors: Baxter, Martin, 1968-
Format: Book
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2002.
Subjects:
Derivative securities > Prices > Mathematics.
Business mathematics.
Instruments dérivés (Finances) > Prix > Mathématiques.
Mathématiques financières.
Derivat > Wertpapier
Finanzmathematik
Optionspreistheorie
Black-Scholes-Modell
Portfolio-theorie.
Stochastische processen.
Stochastische analyse.
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Sample text
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Galveston Stacks

Holdings details from Galveston Stacks
Call Number: HG6024.A3 E84 2002
 
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HG6024.A3 E84 2002 Available