Introduction to Stochastic Calculus Applied to Finance - Hardcover

  • 4.33 out of 5 stars
    6 ratings by Goodreads
 
9780412718007: Introduction to Stochastic Calculus Applied to Finance
Hardcover
ISBN 10: 0412718006 ISBN 13: 9780412718007
Publisher: Springer, 1996

Synopsis

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.

"synopsis" may belong to another edition of this title.

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

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
1996
Language
English
ISBN 10 
0412718006
ISBN 13 
9780412718007
Binding
Hardcover
Edition number
1
Number of pages
200
Editor
Lamberton Damien, Lapeyre Bernard, Rabeau Nicolas, Mantion Francois
Rating
  • 4.33 out of 5 stars
    6 ratings by Goodreads

Other Popular Editions of the Same Title

9781584886266: Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Featured Edition

ISBN 10:  1584886269 ISBN 13:  9781584886266
Publisher: Chapman and Hall/CRC, 2007
Hardcover