| 000 | 00947camuu2200277 a 4500 | |
| 001 | 000001080339 | |
| 005 | 20111013101608 | |
| 008 | 010920s2002 nyua b 001 0 eng | |
| 020 | ▼a 0521813859 | |
| 020 | ▼a 9780521813853 (hbk.) | |
| 020 | ▼a 9780521890779 (pbk.) | |
| 040 | ▼a DLC ▼c DLC ▼d DLC ▼d 244002 ▼d 211009 | |
| 049 | 0 | ▼l 151129408 |
| 050 | 0 0 | ▼a HG6024.A3 ▼b E84 2002 |
| 082 | 0 0 | ▼a 332.63/221 ▼2 22 |
| 084 | ▼a 332.63221 ▼2 DDCK | |
| 090 | ▼a 332.63221 ▼b E84c | |
| 100 | 1 | ▼a Etheridge, Alison. |
| 245 | 1 2 | ▼a A course in Financial calculus / ▼c Alison M. Etheridge. |
| 260 | ▼a New York : ▼b Cambridge University Press, ▼c 2002. | |
| 300 | ▼a viii, 196 p. : ▼b ill. ; ▼c 26 cm. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Derivative securities ▼x Prices ▼x Mathematics. |
| 650 | 0 | ▼a Business mathematics. |
| 700 | 1 | ▼a Baxter, Martin, ▼d 1968-. ▼t Financial calculus. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.63221 E84c | 등록번호 111644764 (6회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 332.63221 E84c | 등록번호 151129408 (2회 대출) | 도서상태 대출불가(자료실) | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.63221 E84c | 등록번호 111644764 (6회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 332.63221 E84c | 등록번호 151129408 (2회 대출) | 도서상태 대출불가(자료실) | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 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: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then 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 valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions.
A text for first courses in financial calculus; lots of examples and exercises, first published in 2002.
정보제공 :
목차
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 and further reading; Notation; Index.
정보제공 :