A course in financial calculus

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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

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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

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 2 - 3 weken .. MEER INFO

A Practical Guide To Quantitative Finance Interviews

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This book will prepare you for quantitative finance interviews by helping you zero in on the key concepts that are frequently tested in such interviews in this book we analyze solutions to more than 200 real interview problems and provide valuable insights into how to ace quantitative interviews t 1 - 2 weken .. MEER INFO

Taal: en

Bindwijze: E-book

Oorspronkelijke releasedatum: 15 augustus 2002

Ebook Formaat: Adobe ePub

Illustraties: Nee

Hoofdauteur: Alison Etheridge

Hoofduitgeverij: Cambridge University Press

Lees dit ebook op: Android (smartphone en tablet)

Lees dit ebook op: Kobo e-reader

Lees dit ebook op: Desktop (Mac en Windows)

Lees dit ebook op: iOS (smartphone en tablet)

Lees dit ebook op: Windows (smartphone en tablet)

Studieboek: Ja

EAN: 9781107385689

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