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£34.99

Cambridge University Press Stochastic Finance: An Introduction with Examples

Name: Stochastic Finance: An Introduction with Examples
Brand: Cambridge University Press
Price: 34.99 GBP
Availability: InStock

Professional Finance

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Description

Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black–Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 1009048945
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 09 February 2023
Listed Since: 24 September 2022

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Cambridge University Press Stochastic Finance: An Introduction with Examples

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