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发表于2024-11-27

A Course in Financial Calculus 2024 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:Alison Etheridge

出品人:

页数:206

译者:

出版时间:2002-07-15

价格:USD 39.99

装帧:Paperback

isbn号码:9780521890779

丛书系列:

图书标签: 金融数学金融数学经济 Finance-Mathematics 统计学 kyo 11

A Course in Financial Calculus 2024 pdf epub mobi 电子书图书描述

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 2024 pdf epub mobi 电子书

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