Hard cover - Good+. 185 pages. Content Good+. (415g) Photo on request. As Books that Benefit gives the proceeds from the sale of this book to charity correct postage will be asked for when more than default price quoted.

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Bibliographic Details

Title

Introduction to Stochastic Calculus Applied to Finance

Publisher

Chapman and Hall/CRC

Publication Date

2000

Language

English

ISBN 10

0412718006

ISBN 13

9780412718007

Binding

Hardcover

Condition

Good+

Dust Jacket Condition

No Jacket

Seller catalogs

Finance

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

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Books that Benefit is part of a fund raising programme I set up to raise money for charity. I do this by collecting donated books from around the UK and then selling the books online through AbeBooks. Apart from the AbeBook fees and postage all the money raised from selling these books goes to various charities, national and local. I personally do not take any money from selling the books.

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I run this business as an individual. My name is Annabella Villers. My address is Eaglehurst Lodge, Stanswood Road, Fawley, Hampshire SO45 1BT.
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