Title A course in Financial calculus / Alison Etheridge

Published Cambridge, UK ; New York : Cambridge University Press, 2002

Click on the following:
EBSCO eBooks

Copies

Description 1 online resource (viii, 196 pages) : illustrations Contents Cover; Half-title; Title; Copyright; Contents; 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; Notation; Index Summary A text for first courses in financial calculus; lots of examples and exercises Bibliography Includes bibliographical references (pages 189-190) and index Notes English Print version record Subject Derivative securities -- Prices -- Mathematics Business mathematics. BUSINESS & ECONOMICS -- Investments & Securities -- Stocks. Business mathematics Finanzmathematik Black-Scholes-Modell Portfolio-theorie. Stochastische processen. Stochastische analyse. Form Electronic book Author Baxter, Martin, 1968- Financial calculus LC no. 2001043895 ISBN 9780511647956 0511647956 0511337256 9780511337253 9780511252990 0511252994 9780511810107 0511810105 128238922X 9781282389229 1107133440 9781107133440 1107385687 9781107385689 0511336608 9780511336607 0511561652 9780511561658 0511643055 9780511643057

  Permalink