Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
Lamberton, Damien; Lapeyre, Bernard
Language: English
Published by Chapman and Hall/CRC (edition 2), 2007
Series: Book 20 of 71 - Chapman and Hall/CRC Financial Mathematics
- Hardcover
- Used
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- Title
- Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
- Author
- Lamberton, Damien; Lapeyre, Bernard
- Publisher
- Chapman and Hall/CRC (edition 2)
- Publication year
- 2007
- Condition
- Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1584886269
- ISBN 13
- 9781584886266
- Edition
- 2.
- Series
- Book 20 of 71: Chapman and Hall/CRC Financial Mathematics
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.
New to the Second Edition
Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
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