A Course in Financial Calculus - Softcover

Etheridge, Alison

Softcover

ISBN 10: 0521890772 ISBN 13: 9780521890779

Publisher: Cambridge University Press, 2002

Synopsis

A text for first courses in financial calculus; lots of examples and exercises, first published in 2002.

About this title

Review

' ... being relatively short and a paperback must make it appealing to students and those who need a quick introduction to the material. ... nicely produced and elegantly laid out. I would consider adopting it as a text for a course in this topic. Publication of the International Statistical Institute

'This is a well written textbook which should be suitable for final year undergraduate and first year graduate students having some background in probability theory.' Klaus Schrüger, Zentralblatt MATH

' ... this is a very well-organized text that makes it easy to learn.' Journal of the Royal Statistical Society

'... it was necessary to supply the framework of the book with some theory of stochastic analysis and to provide a mathematical explanation of the notions used.' EMS Newsletter

Book Description

Inspired by Baxter and Rennie's Financial Calculus, this self-contained 2002 text is designed for first courses on the subject. Key concepts are introduced in the discrete time framework. A valuable feature is the large number of exercises and examples.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2002
• Language: English
• ISBN 10: 0521890772
• ISBN 13: 9780521890779
• Binding: Paperback
• Number of pages: 206