A Course In Financial Calculus
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A Course in Financial Calculus
Author: Alison Etheridge
language: en
Publisher: Cambridge University Press
Release Date: 2002-08-15
Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained text is designed for first courses in financial calculus. Key concepts are introduced in the discrete time framework: proofs in the continuous-time world follow naturally. The second half of the book is devoted to financially sophisticated models and instruments. A valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts are applied to realistic financial questions.
Financial Calculus
Author: Martin Baxter
language: en
Publisher: Cambridge University Press
Release Date: 1996-09-19
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.