A course in Financial calculus /

A text for first courses in financial calculus; lots of examples and exercises.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Etheridge, Alison
Otros Autores: Baxter, Martin, 1968-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2002.
Temas:
Derivative securities > Prices > Mathematics.
Business mathematics.
Instruments dérivés (Finances) > Prix > Mathématiques.
Mathématiques financières.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Business mathematics
Finanzmathematik
Black-Scholes-Modell
Portfolio-theorie.
Stochastische processen.
Stochastische analyse.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Half-title; Title; Copyright; Contents; Preface; 1 Single period models; 2 Binomial trees and discrete parameter martingales; 3 Brownian motion; 4 Stochastic calculus; 5 The Black-Scholes model; 6 Different payoffs; 7 Bigger models; Bibliography; Notation; Index.

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