A Course in Financial Calculus

A Course in Financial Calculus
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ISBN-13:
9780521890779
Einband:
Paperback
Erscheinungsdatum:
27.05.2011
Seiten:
206
Autor:
Alison Etheridge
Gewicht:
338 g
Format:
244x170x11 mm
Sprache:
Englisch

Inhaltsverzeichnis
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.
Beschreibung
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.

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