A course in financial calculus:
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. La...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge [u.a.]
Cambridge University Press
2002
|
| Edition: | 1. publ. |
| Subjects: | |
| Online Access: | Publisher description Table of contents |
| Summary: | 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. |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | VIII, 196 S. |
| ISBN: | 0521890772 0521813859 |
Staff View
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| 100 | 1 | |a Etheridge, Alison |d 1964- |e Verfasser |0 (DE-588)114917531 |4 aut | |
| 245 | 1 | 0 | |a A course in financial calculus |c Alison Etheridge |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge University Press |c 2002 | |
| 300 | |a VIII, 196 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 520 | 3 | |a 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. | |
| 650 | 4 | |a Instruments dérivés (Finances) - Prix - Mathématiques | |
| 650 | 4 | |a Mathématiques financières | |
| 650 | 7 | |a Portfolio-theorie |2 gtt | |
| 650 | 7 | |a Stochastische analyse |2 gtt | |
| 650 | 7 | |a Stochastische processen |2 gtt | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Derivative securities -- Prices -- Mathematics | |
| 650 | 4 | |a Business mathematics | |
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| dewey-search | 332.63/221 21 332.63/221 |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV014520347 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:03:13Z |
| institution | BVB |
| isbn | 0521890772 0521813859 |
| language | English |
| lccn | 2001043895 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009886710 |
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| physical | VIII, 196 S. |
| publishDate | 2002 |
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| publisher | Cambridge University Press |
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| spelling | Etheridge, Alison 1964- Verfasser (DE-588)114917531 aut A course in financial calculus Alison Etheridge 1. publ. Cambridge [u.a.] Cambridge University Press 2002 VIII, 196 S. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index 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. Instruments dérivés (Finances) - Prix - Mathématiques Mathématiques financières Portfolio-theorie gtt Stochastische analyse gtt Stochastische processen gtt Mathematik Derivative securities -- Prices -- Mathematics Business mathematics Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Derivat Wertpapier (DE-588)4381572-8 s DE-604 DE-188 Optionspreistheorie (DE-588)4135346-8 s Baxter, Martin 1968- Sonstige (DE-588)140839798 oth http://www.loc.gov/catdir/description/cam022/2001043895.html Publisher description http://www.loc.gov/catdir/toc/cam026/2001043895.html Table of contents |
| spellingShingle | Etheridge, Alison 1964- A course in financial calculus Instruments dérivés (Finances) - Prix - Mathématiques Mathématiques financières Portfolio-theorie gtt Stochastische analyse gtt Stochastische processen gtt Mathematik Derivative securities -- Prices -- Mathematics Business mathematics Derivat Wertpapier (DE-588)4381572-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4135346-8 (DE-588)4017195-4 |
| title | A course in financial calculus |
| title_auth | A course in financial calculus |
| title_exact_search | A course in financial calculus |
| title_full | A course in financial calculus Alison Etheridge |
| title_fullStr | A course in financial calculus Alison Etheridge |
| title_full_unstemmed | A course in financial calculus Alison Etheridge |
| title_short | A course in financial calculus |
| title_sort | a course in financial calculus |
| topic | Instruments dérivés (Finances) - Prix - Mathématiques Mathématiques financières Portfolio-theorie gtt Stochastische analyse gtt Stochastische processen gtt Mathematik Derivative securities -- Prices -- Mathematics Business mathematics Derivat Wertpapier (DE-588)4381572-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Instruments dérivés (Finances) - Prix - Mathématiques Mathématiques financières Portfolio-theorie Stochastische analyse Stochastische processen Mathematik Derivative securities -- Prices -- Mathematics Business mathematics Derivat Wertpapier Optionspreistheorie Finanzmathematik |
| url | http://www.loc.gov/catdir/description/cam022/2001043895.html http://www.loc.gov/catdir/toc/cam026/2001043895.html |
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