剧情简介：This 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. The Black-Scholes pricing formula is first derived in the simplest financial con...(展开全部)
作者：Alison Etheridge
出版社：Cambridge University Press
ISBN：9780521890779
