Financial derivatives : Pricing, applications, and mathematics

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discusse...

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Bibliographic Details
Main Author: Baz, Jamil
Format: Book
Language:Undetermined
Published: Cambridge, UK Cambridge University Press 2003
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ