A Course in Financial Calculus
A Course in Financial Calculus by Alison Etheridge is an illustrated edition published by Cambridge University Press on August 15, 2002. This 196-page book presents a self-contained introduction to financial calculus, focusing on the application of mathematics to pricing financial derivatives. It begins with key concepts in a discrete time framework, leading to proofs in the continuous-time context, making it suitable for those new to the subject.
Readers will find a comprehensive exploration of financial models and instruments in the latter half of the book. The text includes numerous exercises and examples that test techniques and demonstrate the application of methods to realistic financial questions. Covering topics such as investments, securities, and derivatives, this book serves as a valuable resource for students and professionals interested in the intersection of finance and mathematics.
Official synopsis Publisher
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.
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