calculus solved

May 12th, 2015
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A Course inFinancial CalculusAlison EtheridgeUniversity of OxfordPUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGEThe Pitt Building, Trumpington Street, Cambridge, United KingdomCAMBRIDGE UNIVERSITY PRESSThe Edinburgh Building, Cambridge CB2 2RU, UK40 West 20th Street, New York, NY 10011-4211, USA477 Williamstown Road, Port Melbourne, VIC 3207, AustraliaRuiz de Alarcon 13, 28014 Madrid, SpainDock House, The Waterfront, Cape Town 8001, South Africahttp://www.cambridge.orgc Cambridge University Press 2002This book is in copyright. Subject to statutory exceptionand to the provisions of relevant collective licensing agreements,no reproduction of any part may take place withoutthe written permission of Cambridge University Press.First published 2002Printed in the United Kingdom at the University Press, CambridgeTypeface Times 10/13pt. System LATEX 2 [DBD]A catalogue record of this book is available from the British LibraryLibrary of Congress Cataloguing in Publication dataISBN 0 521 81385 9 hardbackISBN 0 521 89077 2 paperbackContentsPrefacepage vii1Single period modelsSummary1.1 Some definitions from finance1.2 Pricing a forward1.3 The one-step binary model1.4 A ternary model1.5 A characterisation of no arbitrage1.6 The risk-neutral probability measureExercises111468913182Binomial trees and discrete parameter martingalesSummary2.1 The multiperiod binary model2.2 American options2.3 Discrete par

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