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A Course in Financial Calculus

A Course in Financial Calculus PDF Author: Alison Etheridge
Publisher: Cambridge University Press
ISBN: 9780521890779
Category : Business & Economics
Languages : en
Pages : 208

Book Description
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.
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