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Found 1 from your keywords: author=Alison Etheridge
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A Course in Financial Calculus
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Alison Etheridge

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 framew…

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9780511810107
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