A course in Financial calculus / Alison Etheridge.
Material type:
TextPublication details: Cambridge, UK ; New York : Cambridge University Press, 2002.Description: 1 online resource (viii, 196 pages) : illustrationsContent type: - text
- computer
- online resource
- 9780511647956
- 0511647956
- 0511337256
- 9780511337253
- 9780511252990
- 0511252994
- 9780511810107
- 0511810105
- 128238922X
- 9781282389229
- 1107133440
- 9781107133440
- 1107385687
- 9781107385689
- 0511336608
- 9780511336607
- 0511561652
- 9780511561658
- 0511643055
- 9780511643057
- Derivative securities -- Prices -- Mathematics
- Business mathematics
- Instruments dérivés (Finances) -- Prix -- Mathématiques
- Mathématiques financières
- BUSINESS & ECONOMICS -- Investments & Securities -- Stocks
- Business mathematics
- Finanzmathematik
- Black-Scholes-Modell
- Portfolio-theorie
- Stochastische processen
- Stochastische analyse
- 332.63/221 22
- HG6024.A3 E84 2002eb
- 31.70
- 85.33
- QK 660
- QP 890
| Item type | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
Electronic-Books
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OPJGU Sonepat- Campus | E-Books EBSCO | Available |
Includes bibliographical references (pages 189-190) and index.
A text for first courses in financial calculus; lots of examples and exercises.
Cover; Half-title; Title; Copyright; Contents; Preface; 1 Single period models; 2 Binomial trees and discrete parameter martingales; 3 Brownian motion; 4 Stochastic calculus; 5 The Black-Scholes model; 6 Different payoffs; 7 Bigger models; Bibliography; Notation; Index.
Print version record.
English.
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