Introduction to Stochastic Calculus Applied to Finance

ISBN 10: 0412718006 / ISBN 13: 9780412718007

Published by Springer, 1996

About this Item

Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority!

Seller Inventory # S_455702461

Bibliographic Details

• Title: Introduction to Stochastic Calculus Applied to Finance
• Publisher: Springer
• Publication Date: 1996
• Language: English
• ISBN 10: 0412718006
• ISBN 13: 9780412718007
• Binding: hardcover
• Condition: Very Good

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