!!> Epub ➞ A Course in Financial Calculus ➝ Author Alison Etheridge – Thomashillier.co.uk


  • Paperback
  • 204 pages
  • A Course in Financial Calculus
  • Alison Etheridge
  • English
  • 15 January 2017
  • 0521890772

10 thoughts on “A Course in Financial Calculus

  1. says:

    Found this virtually impossible to read Was expecting an intro course, and it sure appeared that way from a few pages, but the the book started involving complex proofs relying on prior knowledge of particular theore...


Leave a Reply

Your email address will not be published. Required fields are marked *

A Course in Financial Calculus 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 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.


About the Author: Alison Etheridge

Is a well-known author, some of his books are a fascination for readers like in the A Course in Financial Calculus book, this is one of the most wanted Alison Etheridge author readers around the world.