A Course in Financial Calculus pdf epub mobi txt 電子書下載2025

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出版者:Cambridge University Press

作者:Alison Etheridge

出品人:

頁數:206

译者:

出版時間:2002-07-15

價格:USD 39.99

裝幀:Paperback

isbn號碼:9780521890779

叢書系列:

圖書標籤:

金融數學
金融
數學
經濟
Finance-Mathematics
統計學
kyo
11

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This 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.