A Course in Financial Calculus

Financial mathematics provides a striking example of successful collaboration between academia and industry. Advanced mathematical techniques, developed in both universities and banks, have transformed the derivatives business into a multi-trillion-dollar market. This has led to demand for highly...

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Đã lưu trong:
Chi tiết về thư mục
Tác giả chính: Etheridge, Alison
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Cambridge University Press 2013
Những chủ đề:
Truy cập trực tuyến:http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/36057
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Miêu tả
Tóm tắt:Financial mathematics provides a striking example of successful collaboration between academia and industry. Advanced mathematical techniques, developed in both universities and banks, have transformed the derivatives business into a multi-trillion-dollar market. This has led to demand for highly trained students and with that demand comes a need for textbooks. This volume provides a first course in financial mathematics. The influence of Financial Calculus by Martin Baxter and Andrew Rennie will be obvious. I am extremely grateful to Martin and Andrew for their guidance and for allowing me to use some of the material from their book.