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A Course in Financial Calculus
- Editore:
Cambridge University Press
- EAN:
9780521890779
- ISBN:
0521890772
- Pagine:
- 206
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione A Course in Financial Calculus
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. 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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