Introduction to stochastic calculus applied to finance. Ex-Library.

Lamberton, Damien & Bernard Lapeyre / translated by Nicolas Rabeau & Franc&ois Mantion.

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ISBN 10: 0412718006 ISBN 13: 9780412718007

Published by Chapman & Hall, London, &c., 1996

Language: English

Condition: Used - Good Hardcover

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Bibliographic Details

Title

Introduction to stochastic calculus applied to finance. Ex-Library.

Publisher

Chapman & Hall, London, &c.

Publication Date

1996

Language

English

ISBN 10

0412718006

ISBN 13

9780412718007

Binding

Hardcover

Condition

Good

Dust Jacket Condition

No Jacket

Seller catalogs

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

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

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Since 1960, we mainly have continued to specialize in bringing antiquarian books, academic western books and published materials, doctoral dissertations, microforms and electronic publications to its university and academic clients throughout Japan. We strive to be not the largest, but the "first and foremost" specialist firm in Japan.

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