A Course In Financial Calculus
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A Course In Financial Calculus
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Author : Alison Etheridge
language : en
Publisher: Cambridge University Press
Release Date : 2002-08-15
A Course In Financial Calculus written by Alison Etheridge and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-08-15 with Business & Economics categories.
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.
Financial Calculus
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Author : Martin Baxter
language : en
Publisher: Cambridge University Press
Release Date : 1996-09-19
Financial Calculus written by Martin Baxter and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-09-19 with Business & Economics categories.
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
A Course Of Financial Calculus
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Author : Alison Etheridge
language : en
Publisher:
Release Date : 2002
A Course Of Financial Calculus written by Alison Etheridge and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
A Course In Financial Calculus
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Author : Alison Etheridge
language : en
Publisher: Cambridge University Press
Release Date : 2002-08-15
A Course In Financial Calculus written by Alison Etheridge and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-08-15 with Business & Economics categories.
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.
Stochastic Calculus And Financial Applications
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Author : J. Michael Steele
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Calculus And Financial Applications written by J. Michael Steele and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in the end, students can expect to have tools that are deep enough and rich enough to be relied on throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more de manding development of continuous-time stochastic processes, especially Brownian motion. The construction of Brownian motion is given in detail, and enough mate rial on the subtle nature of Brownian paths is developed for the student to evolve a good sense of when intuition can be trusted and when it cannot. The course then takes up the Ito integral in earnest. The development of stochastic integration aims to be careful and complete without being pedantic.
A Course In Derivative Securities
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Author : Kerry Back
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-10-11
A Course In Derivative Securities written by Kerry Back and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-11 with Business & Economics categories.
"Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS
Stochastic Calculus For Quantitative Finance
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Author : Alexander A Gushchin
language : en
Publisher: Elsevier
Release Date : 2015-08-26
Stochastic Calculus For Quantitative Finance written by Alexander A Gushchin and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-26 with Mathematics categories.
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of Lévy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations. - Contains the most popular applications of the theory of stochastic integration - Details necessary facts from probability and analysis which are not included in many standard university courses such as theorems on monotone classes and uniform integrability - Written by experts in the field of modern mathematical finance
Stochastic Calculus For Finance
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Author : Marek Capiński
language : en
Publisher: Cambridge University Press
Release Date : 2012-08-23
Stochastic Calculus For Finance written by Marek Capiński and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-23 with Business & Economics categories.
This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
The Calculus Of Retirement Income
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Author : Moshe A. Milevsky
language : en
Publisher: Cambridge University Press
Release Date : 2006-03-13
The Calculus Of Retirement Income written by Moshe A. Milevsky and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-13 with Business & Economics categories.
This 2006 book introduces and develops the basic actuarial models and underlying pricing of life-contingent pension annuities and life insurance from a unique financial perspective. The ideas and techniques are then applied to the real-world problem of generating sustainable retirement income towards the end of the human life-cycle. The role of lifetime income, longevity insurance, and systematic withdrawal plans are investigated in a parsimonious framework. The underlying technology and terminology of the book are based on continuous-time financial economics by merging analytic laws of mortality with the dynamics of equity markets and interest rates. Nonetheless, the book requires a minimal background in mathematics and emphasizes applications and examples more than proofs and theorems. It can serve as an ideal textbook for an applied course on wealth management and retirement planning in addition to being a reference for quantitatively-inclined financial planners.
Stochastic Calculus For Finance I
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Author : Steven Shreve
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-04-21
Stochastic Calculus For Finance I written by Steven Shreve and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-21 with Mathematics categories.
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance