A Course in Financial Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Alison Etheridge 作者

Cambridge University Press

译者

2002-09-16 出版日期

206 页数

USD 110.00 价格

Hardcover

丛书系列

9780521813853 图书编码

A Course in Financial Calculus 在线电子书图书标签: 过程简明经济学最好有较好的概率统计和随机过程打底子

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A Course in Financial Calculus 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

A Course in Financial Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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A Course in Financial Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

A Course in Financial Calculus 在线电子书图书描述

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.

A Course in Financial Calculus 在线电子书下载 mobi epub pdf txt 在线电子书下载

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