Damien Lamberton, Bernard Lapeyre

Gebundenes Buch

Introduction to Stochastic Calculus Applied to Finance

Beschreibung

Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.

Autor

Lamberton, Damien; Lapeyre, Bernard

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Inc
• 2 ed
• Seitenzahl: 254
• Erscheinungstermin: 30. November 2007
• Englisch
• Abmessung: 240mm x 161mm x 18mm
• Gewicht: 496g
• ISBN-13: 9781584886266
• ISBN-10: 1584886269
• Artikelnr.: 20979143