000 00880cam a22002174a 4500
003 OSt
005 20220325142059.0
008 010920s2002 enka bs 001 0 eng
020 _a0521890772
040 _ctshering
082 0 0 _a515 ETH
100 1 _aEtheridge, Alison.
245 1 2 _aA course in Financial calculus /
260 _aCambridge, UK :
_aNew York :
_bCambridge University Press,
_c2002.
300 _aviii, 196 p. :
_bill. ;
_c24.5 cm.
504 _aIncludes bibliography and index.
520 _anspired by Baxter and Rennie's Financial Calculus, this self-contained 2002 text is designed for first courses on the subject. Key concepts are introduced in the discrete time framework. A valuable feature is the large number of exercises and examples
650 _aDerivative securities
_vPrices
_xMathematics
650 _aBusiness mathematics
942 _2ddc
_cBK
999 _c5979
_d5979