Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)

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9780412718007: Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)

In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by derivatives trading, marketing, and research divisions of investment banks and other institutions, and also by graduate students and research academics in applied probability and finance theory.

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Language Notes:

Text: English (translation)
Original Language: French

Review:

... this is one of those books that brilliantly develops mathematical concepts with little or no financial or intuitive motivation. If you already have the math skills and some familiarity with markets and financial engineering, you will love this book! ... I highly recommend this book ...
- Glyn A. Holton of Contingency Analysis

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Lamberton, Damien, Lapeyre, Bernard
Published by Chapman and Hall/CRC (1996)
ISBN 10: 0412718006 ISBN 13: 9780412718007
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Lamberton, Damien; Lapeyre, Bernard
Published by Chapman and Hall/CRC
ISBN 10: 0412718006 ISBN 13: 9780412718007
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