Home | Amazing | Today | Tags | Publishers | Years | Account | Search 
Loading
A Course in Financial Calculus

Buy
' ... being relatively short and a paperback must make it appealing to students and those who need a quick introduction to the material. ... nicely produced and elegantly laid out. I would consider adopting it as a text for a course in this topic. Publication of the International Statistical Institute 'This is a well written textbook which should be suitable for final year undergraduate and first year graduate students having some background in probability theory.' Klaus Schruger, Zentralblatt MATH ' ... this is a very well-organized text that makes it easy to learn.' Journal of the Royal Statistical Society '... it was necessary to supply the framework of the book with some theory of stochastic analysis and to provide a mathematical explanation of the notions used.' EMS Newsletter

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 instruments. The final chapter introduces more 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.

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.
(HTML tags aren't allowed.)

The Art of Computer Virus Research and Defense
The Art of Computer Virus Research and Defense

Symantec's chief antivirus researcher has written the definitive guide to contemporary virus threats, defense techniques, and analysis tools. Unlike most books on computer viruses, The Art of Computer Virus Research and Defense is a reference written strictly...

The Blackwell Encyclopedic Dictionary of Finance (Blackwell Encyclopedia of Management)
The Blackwell Encyclopedic Dictionary of Finance (Blackwell Encyclopedia of Management)

Although the basic purposes of finance, and the nature of the core instruments used in attaining them, are relatively constant, recent years have seen an explosion in complexity of both products and techniques.

A number of forces are driving this explosion. The first is internationalization encompassing a dramatic growth in...

Statistics and Data Analysis for Financial Engineering (Springer Texts in Statistics)
Statistics and Data Analysis for Financial Engineering (Springer Texts in Statistics)

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and...


Super Trader: Make Consistent Profits in Good and Bad Markets
Super Trader: Make Consistent Profits in Good and Bad Markets

How do you transform yourself from mild-mannered investor to Super Trader? Think clearly. Plan accordingly. Commit completely. In other words, become a trader. And no one is better suited to help you make the transformation than legendary trading educator and author Van K. Tharp.

Combining the sharp insight and technical...

Mastering Gradle
Mastering Gradle

Master the technique of developing, migrating, and building automation using Gradle

About This Book

  • Create new plugins to get customized features to suit your needs
  • Build projects like Java, Scala, and web applications using Gradle
  • A step-by-step guide that will help you to...
Android Hacker's Handbook
Android Hacker's Handbook

The first comprehensive guide to discovering and preventing attacks on the Android OS

As the Android operating system continues to increase its share of the smartphone market, smartphone hacking remains a growing threat. Written by experts who rank among the world's foremost Android security researchers, this book...

©2017 LearnIT (support@pdfchm.net) - Privacy Policy