Introduction to Stochastic Calculus Applied to Finance

Lamberton, Damien; Lapeyre, Bernard

ISBN 10: 0412718006 / ISBN 13: 9780412718007

Published by Chapman and Hall/CRC, 2000

About this Item

Hard cover - Good+. 185 pages. Content Good+. (415g) Photo on request. As Books that Benefit gives the proceeds from the sale of this book to charity correct postage will be asked for when more than default price quoted. Seller Inventory # 006197

Bibliographic Details

Title: Introduction to Stochastic Calculus Applied ...

Publisher: Chapman and Hall/CRC

Publication Date: 2000

Binding: Hardcover

Condition: Good+

Dust Jacket Condition: No Jacket

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