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A Course in Financial Calculus pdf epub mobi txt 電子書下載 2024

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Alison Etheridge

Cambridge University Press

2002-07-15

206

USD 39.99

Paperback

9780521890779

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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发表于2024-11-27

A Course in Financial Calculus epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

A Course in Financial Calculus pdf epub mobi txt 電子書下載 2024

圖書描述

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.

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