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A Course in Financial Calculus

Home > Mathematics Books > Brownian Motion Books > Item 5

	A Course in Financial Calculus
	by Alison Etheridge Sales Rank: 47893	List Price: ~~$45.00~~ $40.50 At Amazon on 10-13-2008

Paperback: 204 pages Publisher: Cambridge University Press; 1 edition July 15, 2002 Language: English ISBN-10: 0521890772 ISBN-13: 978-0521890779 Product Dimensions: 9.6 x 6.8 x 0.4 inches Shipping Weight: 15.5 ounces *Product Review* Etheridge offers an interesting, self-contained, and readable book highlighting advanced mathematical techniques used to solve complex financial market problems. Recommended." Choice *Product Description* 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 Available from Amazon Price: $40.50 Updated on 10-13-2008

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