A course in financial calculus:
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Etheridge, Alison 1964- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cambridge, UK Cambridge University Press 2002
Schlagwörter:
Links:http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=304447
Beschreibung:Includes bibliographical references (p. 189-190) and index
A text for first courses in financial calculus; lots of examples and exercises
Cover; Half-title; Title; Copyright; Contents; Preface; 1 Single period models; 2 Binomial trees and discrete parameter martingales; 3 Brownian motion; 4 Stochastic calculus; 5 The Black-Scholes model; 6 Different payoffs; 7 Bigger models; Bibliography; Notation; Index
Umfang:1 Online-Ressource (viii, 196 p.)
ISBN:9780511647956
0511647956
9780511252990
0511252994