Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
A Course in Financial Calculus
Foyalty 120

A Course in Financial Calculus (Paperback)

£39.99
Usually despatched within 3 weeks.

Synopsis

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.

BusinessFinance & accountingFinanceScience & MathematicsMathematicsCalculus & mathematical analysisCalculusScience & MathematicsMathematicsProbability & statistics Publisher: Cambridge University Press Publication Date: 15/08/2002 ISBN-13: 9780521890779  Details: Type: Paperback Format: Books
Availability: Usually despatched within 3 weeks. Add to Basket

More books by Alison Etheridge

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.
 

Location 1st Book Each additional book Average Delivery Time
Free UK Standard Delivery on Orders Over £25 (2nd Class)     3-5 Days
UK Standard Delivery (2nd Class) £2.99 £0.00 3-5 Days
UK 1st Class Delivery £3.99 £0.00 1-2 Days
Click and Collect / 
Delivery to a Foyles Bookshop
Free Free From 2 hours - Individual item delivery times given at checkout
UK Courier* £7.95 £0.00 1 Working Day
Western Europe**Airmail £9.00 £1.00 7-8 Days
Rest of World Airmail £12.50 £1.00 7-10 Days

* For courier service please contact the Charing Cross Road store

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Click and Collect is available for all our shops; collection times will vary depending on availability of items. Individual despatch times for each item will be given at checkout.

Delivery Help & FAQs
 

A Year of Books Subscription Packages 

Delivery is free for the UK. Western Europe costs £60 for each 12 month subscription package purchased. For the Rest of the World the cost is £100 for each package purchased. All delivery costs are charged in advance at time of purchase. For more information please visit the A Year of Books page.
 

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

Calculus Reordered: A History of the...
(Paperback)
David M. Bressoud
 
 
£16.99
 
Calculus for Cranks
(Paperback)
Nets Hawk Katz
 
 
£20.00
 
Introduction to Stochastic Calculus...
(Hardback)
Gregory F. Lawler
 
 
£38.99
 
Calculus of Variations and Control...
(Hardback)
Catalin-George Lefter
 
 
£115.00
 
© W&G Foyle Ltd
Foyles uses cookies to help ensure your experience on our site is the best possible. Click here if you’d like to find out more about the types of cookies we use.
Accept and Close