ISBN-10:
0521813859
ISBN-13:
9780521813853
Pub. Date:
09/01/1902
Publisher:
Cambridge University Press
A Course in Financial Calculus

A Course in Financial Calculus

by Alison Etheridge, Martin Baxter

Hardcover

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Product Details

ISBN-13: 9780521813853
Publisher: Cambridge University Press
Publication date: 09/01/1902
Pages: 206
Sales rank: 867,872
Product dimensions: 5.98(w) x 8.98(h) x 0.51(d)

Table of 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 and further reading; Notation; Index.

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