000 01399 a2200205 4500
020 _a0521813859
020 _a9780521813853
082 0 4 _a332.63221
090 _c3080
_d3080
100 1 _aEtheridge, Alison.
245 1 2 _aA course in financial calculus /
_cAlison Etheridge.
250 _a1st ed.
260 _a[S.l.] :
_bCambridge University Press,
_c2002.
300 _a204 p. ;
_c25 cm.
500 _aHardcover.
520 _aThis 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.
856 4 0 _3Amazon.com
_uhttp://www.amazon.com/exec/obidos/ASIN/0521813859/chopaconline-20
856 4 0 _3Amazon customer reviews
_uhttp://www.chopac.org/cgi-bin/tools/azrev.pl?q=0521813859
942 _aNBS
_cBK
_k332.63221 ETH
999 _c345569
_d345569