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Language: en
Pages: 252
Pages: 252
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Language: en
Pages: 208
Pages: 208
Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press
Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained
Language: en
Pages: 431
Pages: 431
Type: BOOK - Published: 2005 - Publisher: Imperial College Press
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
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Language: en
Pages: 143
Pages: 143
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM
Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro
