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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Bibliografiska uppgifter
Huvudupphovsman: Etheridge, Alison
Materialtyp: Bok
Språk:English
Publicerad: Cambridge University Press 2013
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Länkar:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/36057
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Sammanfattning: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.