Introduction to Stochastic Calculus Applied to Finance (Chapman & Hall/CRC Financial Mathematics Series) Lamberton, Damien; Lapeyre, Bernard; Rabeau, Nicolas and Mantion, Francois

D. Lamberton,Damien Lamberton

ISBN 10: 0412718006 / ISBN 13: 9780412718007

Published by Springer, 1996

About this Item

Inkl. Rechnung nach §19 - Buch stammt aus aufgelà ster Lehrbuchsammlung, Label, Stempel und Notizen mà glich. Seller Inventory # RA-1RV1-DW16

Bibliographic Details

Title: Introduction to Stochastic Calculus Applied ...

Publisher: Springer

Publication Date: 1996

Binding: Hardcover

Condition: Used: 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.

Review:

"this is one of those books that brilliantly develops mathematical concepts with little or no financial or intuitive motivation. If you already have the math skills and some familiarity with markets and financial engineering, you will love this book! I highly recommend this book" - Glyn A. Holton of Contingency Analysis