Financial Calculus

Financial Calculus
Author: Martin Baxter
Publisher: Cambridge University Press
Total Pages: 252
Release: 1996-09-19
Genre: Business & Economics
ISBN: 9780521552899


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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.


Financial Calculus
Language: en
Pages: 252
Authors: Martin Baxter
Categories: Business & Economics
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press

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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
A Course in Financial Calculus
Language: en
Pages: 208
Authors: Alison Etheridge
Categories: Business & Economics
Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press

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Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Introduction To Stochastic Calculus With Applications (2nd Edition)
Language: en
Pages: 431
Authors: Fima C Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005-06-20 - Publisher: World Scientific Publishing Company

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Elementary Calculus of Financial Mathematics
Language: en
Pages: 143
Authors: A. J. Roberts
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

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Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro