Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton; Bernard Lapeyre
Language: English
Published by Chapman & Hall/CRC Taylor & Francis Group., 2023
Series: Book 20 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
- New
Seller: Agapea Libros, Malaga, MA, SpainAgapea Libros
AbeBooks seller since September 15, 2009
Condition: New
£ 55.25
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Add to basketItem description from seller
Idioma/Language: Inglés. Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field. New to the Second Edition Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets Discussions on local volatility, Dupire's formula, the change of numà raire techniques, forward measures, and the forward Libor model A new chapter on credit risk modeling An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies Additional exercises and problems Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world. *** Nota: Los envíos a España peninsular, Baleares y Canarias se realizan a través de mensajería urgente. No aceptamos pedidos con destino a Ceuta y Melilla.…
Seller Inventory # 23345289
- Title
- Introduction to Stochastic Calculus Applied to Finance
- Author
- Damien Lamberton; Bernard Lapeyre
- Publisher
- Chapman & Hall/CRC Taylor & Francis Group.
- Publication year
- 2023
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 1032477814
- ISBN 13
- 9781032477817
- Edition
- 2nd Edition
- Item weight
- 399 grams
- Series
- Book 20 of 71: Chapman and Hall/CRC Financial Mathematics
- Seller catalogs
- Literatura en Inglés
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.
New to the Second Edition
Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
Agapea Libros
Malaga, MA, Spain
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