||0 of 0 people found the following review helpful.| Five Stars|By Sunny M.|Great book for those looking to expand their knowledge on the subject.|6 of 6 people found the following review helpful.| not suitable for self study|By LocalVolatility|Our teacher used Financial Calculus as the secondary book for a continuous time finance class. The first book was Steven Shreve's Stocha||Etheridge offers an interesting, self-contained, and readable book highlighting advanced mathematical techniques used to solve complex financial market problems. Recommended." Choice
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 calculu...
[PDF.ca64] A Course in Financial Calculus Rating: 3.66 (571 Votes)
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