A Course in Financial Calculus Paperback

2,75 valoración promedio
( 4 valoraciones por GoodReads )
 
9780521890779: A Course in Financial Calculus Paperback

Inspired by Baxter and Rennie's Financial Calculus, this self-contained 2002 text is designed for first courses on the subject. Key concepts are introduced in the discrete time framework. A valuable feature is the large number of exercises and examples.

"Sinopsis" puede pertenecer a otra edición de este libro.

Review:

' … 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 Schrüger, 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

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

1.

Etheridge
Editorial: Cambridge University Press
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 1
Librería
THE SAINT BOOKSTORE
(Southport, Reino Unido)
Valoración
[?]

Descripción Cambridge University Press. Paperback. Estado de conservación: new. BRAND NEW, A Course in Financial Calculus, Alison Etheridge, Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 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: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then 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 valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions. Nº de ref. de la librería B9780521890779

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 36,19
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 8,04
De Reino Unido a España
Destinos, gastos y plazos de envío

2.

Etheridge
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 10
Impresión bajo demanda
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2002. Paperback. Estado de conservación: New. 246 x 173 mm. Language: English . Brand New Book ***** Print on Demand *****. Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 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: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then 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 valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions. Nº de ref. de la librería AAV9780521890779

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 44,80
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a España
Destinos, gastos y plazos de envío

3.

Etheridge
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 10
Impresión bajo demanda
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2002. Paperback. Estado de conservación: New. 246 x 173 mm. Language: English . Brand New Book ***** Print on Demand *****.Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 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: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then 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 valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions. Nº de ref. de la librería AAV9780521890779

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 45,05
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a España
Destinos, gastos y plazos de envío

4.

Etheridge
Editorial: Cambridge University Press (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Cantidad: > 20
Impresión bajo demanda
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Cambridge University Press, 2002. PAP. Estado de conservación: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería LQ-9780521890779

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 39,98
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 9,26
De Reino Unido a España
Destinos, gastos y plazos de envío

5.

Etheridge
Editorial: Cambridge University Press (2016)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 1
Impresión bajo demanda
Librería
Ria Christie Collections
(Uxbridge, Reino Unido)
Valoración
[?]

Descripción Cambridge University Press, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780521890779_lsuk

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 46,72
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,32
De Reino Unido a España
Destinos, gastos y plazos de envío

6.

Etheridge
Editorial: Cambridge University Press (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Cantidad: > 20
Impresión bajo demanda
Librería
PBShop
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción Cambridge University Press, 2002. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería I2-9780521890779

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 60,13
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 8,88
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

7.

Etheridge
Editorial: Cambridge University Press (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Cambridge University Press, 2002. Paperback. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0521890772

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 65,51
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 13,09
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

8.

Etheridge
Editorial: Cambridge University Press 2002-09-16 (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 1
Librería
Lost Books
(AUSTIN, TX, Estados Unidos de America)
Valoración
[?]

Descripción Cambridge University Press 2002-09-16, 2002. Paperback. Estado de conservación: New. 1. 0521890772. Nº de ref. de la librería 514433

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,86
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 20,57
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

9.

Etheridge
Editorial: Cambridge University Press
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 20
Librería
BuySomeBooks
(Las Vegas, NV, Estados Unidos de America)
Valoración
[?]

Descripción Cambridge University Press. Paperback. Estado de conservación: New. Paperback. 206 pages. Dimensions: 9.7in. x 6.8in. x 0.5in.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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Nº de ref. de la librería 9780521890779

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 84,24
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 12,11
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

10.

Etheridge
Editorial: Cambridge University Press (2002)
ISBN 10: 0521890772 ISBN 13: 9780521890779
Nuevos Paperback Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Cambridge University Press, 2002. Paperback. Estado de conservación: New. book. Nº de ref. de la librería 0521890772

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 64,41
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 35,54
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda