# 人大经济论坛

Alison Etheridge 的a course in financial calculus 的课后习题答案~~~

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 context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

https://bbs.pinggu.org/forum.php?mod=attachment&aid=NTIxNzEwfGI0NDlkOTk3fDE2MzI0MDAzNTB8MHww

https://bbs.pinggu.org/forum.php?mod=attachment&aid=NDk2NjM1fDk4NjNjYmYwfDE2MzI0MDAzNTB8MHww

2# Bumboo 里面有些题目只给了一个答案，没有解答的过程，你那边有没有更具体一点的？

thanks so much

8# abcdefghijik

amy0715tw@yahoo.com.tw

thx very much!

thx very much~~

tks very much...太謝謝了
hsin4767@yahoo.com.tw

haotieyaoding  ding  ding

1# luchaoqun 谢谢，我们下学期随机过程，用的就是这本书

2# Bumboo

Kindly email the Solutions to A Course in Financial Calculus.pdf to abhi_2nov@yahoo.co.in as I am not able to download the file. Also website is in different language so not able to comprehend what is written.

= =2楼沾的附件和楼主的是一样的 这是几个意思啊 坑爹么

luchaoqun 发表于 2010-1-13 23:03