1# Library to Find Best eBook for Read
Author : Martin Baxter
Release : 1996-09-19
Genre : Business & Economics
Kind : eBook
Book Rating : 899/5 ( reviews)
Book Synopsis Financial Calculus by : Martin Baxter
Download or read book Financial Calculus written by Martin Baxter. This book was released on 1996-09-19. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Author : Alison Etheridge
Release : 2002-08-15
Genre : Business & Economics
Kind : eBook
Book Rating : 779/5 ( reviews)
Book Synopsis A Course in Financial Calculus by : Alison Etheridge
Download or read book A Course in Financial Calculus written by Alison Etheridge. This book was released on 2002-08-15. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : J. Michael Steele
Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 051/5 ( reviews)
Book Synopsis Stochastic Calculus and Financial Applications by : J. Michael Steele
Download or read book Stochastic Calculus and Financial Applications written by J. Michael Steele. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: 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
Author : Fima C. Klebaner
Release : 2005
Genre : Mathematics
Kind : eBook
Book Rating : 554/5 ( reviews)
Book Synopsis Introduction to Stochastic Calculus with Applications by : Fima C. Klebaner
Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner. This book was released on 2005. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : A. J. Roberts
Release : 2009-01-01
Genre : Mathematics
Kind : eBook
Book Rating : 228/5 ( reviews)
Book Synopsis Elementary Calculus of Financial Mathematics by : A. J. Roberts
Download or read book Elementary Calculus of Financial Mathematics written by A. J. Roberts. This book was released on 2009-01-01. Available in PDF, EPUB and Kindle. Book excerpt: 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.
