Financial Calculus
Title | Financial Calculus PDF eBook |
Author | Martin Baxter |
Publisher | Cambridge University Press |
Total Pages | 252 |
Release | 1996-09-19 |
Genre | Business & Economics |
ISBN | 9780521552899 |
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Financial Calculus
Title | Financial Calculus PDF eBook |
Author | Baxter Martin |
Publisher | |
Total Pages | |
Release | 2014-05-10 |
Genre | |
ISBN | 9781299771895 |
The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data.
A Course in Financial Calculus
Title | A Course in Financial Calculus PDF eBook |
Author | Alison Etheridge |
Publisher | Cambridge University Press |
Total Pages | 208 |
Release | 2002-08-15 |
Genre | Business & Economics |
ISBN | 9780521890779 |
Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained text is designed for first courses in financial calculus. Key concepts are introduced in the discrete time framework: proofs in the continuous-time world follow naturally. The second half of the book is devoted to financially sophisticated models and instruments. A valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts are applied to realistic financial questions.
Stochastic Calculus and Financial Applications
Title | Stochastic Calculus and Financial Applications PDF eBook |
Author | J. Michael Steele |
Publisher | Springer Science & Business Media |
Total Pages | 303 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1468493051 |
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH
Introduction to Stochastic Calculus with Applications
Title | Introduction to Stochastic Calculus with Applications PDF eBook |
Author | Fima C. Klebaner |
Publisher | Imperial College Press |
Total Pages | 431 |
Release | 2005 |
Genre | Mathematics |
ISBN | 1860945554 |
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Stochastic Calculus for Finance I
Title | Stochastic Calculus for Finance I PDF eBook |
Author | Steven Shreve |
Publisher | Springer Science & Business Media |
Total Pages | 212 |
Release | 2005-06-28 |
Genre | Mathematics |
ISBN | 9780387249681 |
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
Elementary Calculus of Financial Mathematics
Title | Elementary Calculus of Financial Mathematics PDF eBook |
Author | A. J. Roberts |
Publisher | SIAM |
Total Pages | 143 |
Release | 2009-01-01 |
Genre | Mathematics |
ISBN | 0898718228 |
Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic processes, Ito's stochastic calculus, the Fokker-Planck Equation and extra MATLAB/SCILAB code.