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...

Полное описание

Сохранить в:
Библиографические подробности
Главный автор: Etheridge, Alison
Формат:
Язык:English
Опубликовано: Cambridge University Press 2013
Предметы:
Online-ссылка:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/36057
Метки: Добавить метку
Нет меток, Требуется 1-ая метка записи!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt
Описание
Итог: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.