Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

A Course in Financial Calculus

by Alison Etheridge
Save 2% Save 2%
Current price ₹12,584.00
Original price ₹12,870.00
Original price ₹12,870.00
Original price ₹12,870.00
(-2%)
₹12,584.00
Current price ₹12,584.00

Imported Edition - Ships in 18-21 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Hardcover
  • ISBN13: 9780521813853
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 206
  • Original Price: GBP 99.0
  • Language: English
  • Edition: N/A
  • Item Weight: 577 grams
  • BISAC Subject(s): Calculus

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us