A Course in Financial Calculus
$163.53
- Paperback
204 pages
- Release Date
15 August 2002
Summary
Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 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-…
Book Details
| ISBN-13: | 9780521890779 |
|---|---|
| ISBN-10: | 0521890772 |
| Author: | Alison Etheridge |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Paperback |
| Number of Pages: | 204 |
| Edition: | 1st |
| Release Date: | 15 August 2002 |
| Weight: | 445g |
| Dimensions: | 11mm x 175mm x 248mm |
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Critics Review
’ … being relatively short and a paperback must make it appealing to students and those who need a quick introduction to the material. … nicely produced and elegantly laid out. I would consider adopting it as a text for a course in this topic. Publication of the International Statistical Institute ‘This is a well written textbook which should be suitable for final year undergraduate and first year graduate students having some background in probability theory.’ Klaus Schruger, Zentralblatt MATH ‘ … this is a very well-organized text that makes it easy to learn.’ Journal of the Royal Statistical Society ‘… it was necessary to supply the framework of the book with some theory of stochastic analysis and to provide a mathematical explanation of the notions used.’ EMS Newsletter
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