"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 overcome these difficulties and foster understanding where comparable texts often do not"--
Inhaltsverzeichnis
Preface; Acknowledgements; Part I. Discrete-Time Models for Finance: 1. Introduction to finance; 2. Discrete probability; 3. Binomial or CRR model; 4. Finite market model; 5. Discrete Black-Scholes model; Part II. Continuous-Time Models for Finance: 6. Continuous probability; 7. Brownian motion; 8. Stochastic integration; 9. The Black-Scholes model; A Supplementary material; Bibliography; Symbol index; Index.