Introduction to stochastic calculus applied to finance

Lamberton, Damien:

ISBN 10: 0412718006 / ISBN 13: 9780412718007

Published by Springer, 1997

About this Item

Ehemaliges Bibliotheksexemplar mit Stempel innen und Bibliothekssignatur auf Einband in gutem Zustand. Ex-library with stamp and catalogue number on spine. GOOD condition, some traces of use. Sh 613ü-1 9780412718007 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2080115

Bibliographic Details

Title: Introduction to stochastic calculus applied ...

Publisher: Springer

Publication Date: 1997

Binding: Hardcover

Edition: 1. ed., reprinted.

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