Introduction to Stochastic Calculus Applied to Finance,

Lamberton, D. und B. Lapeyre:

ISBN 10: 0412718006 / ISBN 13: 9780412718007

Published by Chapman & Hall, 1996

About this Item

185 S., Pappband, Name auf 1. Seite, sonst gut erhalten, 0.500 kg.

Seller Inventory # 60085AB

Bibliographic Details

• Title: Introduction to Stochastic Calculus Applied to Finance,
• Publisher: Chapman & Hall
• Publication Date: 1996
• Language: English
• ISBN 10: 0412718006
• ISBN 13: 9780412718007
• Binding: Pappband,
• Edition: 0.
• Weight: 0.5 kilograms
• Seller catalogs:
  • Varia

About this title

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.

Language Notes

Text: English (translation)
Original Language: French