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Course in Financial Calculus, Paperback by Etheridge, Alison, Like New Used, ...
- Item No : 388709389338
- Condition : Like New
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- Current Bid : US $65.95
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* Item Description
- Course in Financial Calculus, Paperback by Etheridge, Alison, ISBN 0521890772, ISBN-13 9780521890779, Like New Used, Free shipping in the US
This text is designed for first courses in financial calculus aimed at students with a strong 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. Later chapters are devoted to increasing the financial sophistication of the models and instruments introduced in earlier chapters. A final chapter introduces more advanced topics such as stock price models with jumps. Numerous exercises and examples are included. The author is affiliated with the University of Oxford. Annotation c. Book News, Inc., Portland, OR ()
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