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A Course in Financial Calculus
Alison Etheridge
[PDF.dq18] A Course in Financial Calculus
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| #1331811 in Books | Cambridge University Press | 2002-09-16 | Original language:English | PDF # 1 | 8.98 x.43 x5.98l,.98 | File type: PDF | 206 pages | ||0 of 0 people found the following review helpful.| Five Stars|By Sunny M.|Great book for those looking to expand their knowledge on the subject.|6 of 6 people found the following review helpful.| not suitable for self study|By LocalVolatility|Our teacher used Financial Calculus as the secondary book for a continuous time finance class. The first book was Steven Shreve's Stochas||Etheridge offers an interesting, self-contained, and readable book highlighting advanced mathematical techniques used to solve complex financial market problems. Recommended." Choice
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 ...
You can specify the type of files you want, for your device.A Course in Financial Calculus | Alison Etheridge. I was recommended this book by a dear friend of mine.
