Course in financial calculus

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A text for first courses in financial calculus; with examples and exercises.



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.

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A Course in Financial Calculus

Rating: 0 / 5 | Prijs: € 105

A text for first courses in financial calculus lots of examples and exercises 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 Op voorraad. Voor 23:59 besteld, morgen in huis .. MEER INFO

A Course in Financial Calculus

Rating: 0 / 5 | Prijs: € 44.99

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 Direct beschikbaar .. MEER INFO

Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems

Rating: 0 / 5 | Prijs: € 40.99

Recognising that the economy is a complex system with boundedly rational interacting agents the book presents a theory of behavioral rationality and heterogeneous expectations in complex economic systems and confronts the nonlinear dynamic models with empirical stylized facts and laboratory experim 2 - 3 weken .. MEER INFO

Taal: en

Bindwijze: Paperback

Oorspronkelijke releasedatum: 15 augustus 2002

Aantal pagina's: 206

Illustraties: Nee

Hoofdauteur: Alison Etheridge

Hoofduitgeverij: Cambridge University Press

Editie: New title

Extra groot lettertype: Nee

Product breedte: 175 mm

Product hoogte: 13 mm

Product lengte: 247 mm

Studieboek: Ja

Verpakking breedte: 170 mm

Verpakking hoogte: 11 mm

Verpakking lengte: 241 mm

Verpakkingsgewicht: 379 g

EAN: 9780521890779

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